Average True Range (ATR)
||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int, default 14||Number of periods (
Historical quotes requirements
You must have at least
N+100 periods of
quotes to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least
N+250 data points prior to the intended usage date for better precision.
quotes is an
Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
ATRResultsis just a list of
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
Nonevalues for ATR since there’s not enough data to calculate.
Convergence warning: The first
N+100periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
||float, Optional||True Range for current period|
||float, Optional||Average True Range|
||float, Optional||Average True Range Percent is
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # calculate 14-period ATR results = indicators.get_atr(quotes, 14)
About Average True Range (ATR)
Created by J. Welles Wilder, Average True Range is a measure of volatility that captures gaps and limits between periods. [Discuss]