# Average True Range (ATR)

get_atr(quotes, lookback_periods=14)

### Related interfaces

For raw True Range (TR) only, use:

get_tr(quotes) -> TrResults[TrResult]

## Parameters

name | type | notes |
---|---|---|

`quotes` | Iterable[Quote] | Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame |

`lookback_periods` | int, default 14 | Number of periods (`N` ) to consider. Must be greater than 1. |

### 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.

## Returns

```
ATRResults[ATRResult]
```

- This method returns a time series of all available indicator values for the
`quotes`

provided. `ATRResults`

is just a list of`ATRResult`

.- 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-1`

periods will have`None`

values for ATR since there’s not enough data to calculate.

⚞

Convergence warning: The first`N+100`

periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

### ATRResult

name | type | notes |
---|---|---|

`date` | datetime | Date |

`tr` | float, Optional | True Range for current period |

`atr` | float, Optional | Average True Range |

`atrp` | float, Optional | Average True Range Percent is `(atr/Close Price)*100` . This normalizes so it can be compared to other stocks. |

### Utilities

See Utilities and Helpers for more information.

## Example

```
from stock_indicators import indicators
# This method is NOT a part of the library.
quotes = get_historical_quotes("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] 💬