IIndicatorsAccessor.AverageTrueRange

method · IIndicatorsAccessor · cAlgo.API.Internals

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Average true range. An indicator providing the degree of price volatility.

Overloads

Signature
`AverageTrueRange(int periods, MovingAverageType maType)`
`AverageTrueRange(Bars bars, int periods, MovingAverageType maType)`

AverageTrueRange(int periods, MovingAverageType maType)

Average true range. An indicator providing the degree of price volatility.

C#Python

AverageTrueRange AverageTrueRange(int periods, MovingAverageType maType)

api.Indicators.AverageTrueRange(periods: int, maType: MovingAverageType) -> AverageTrueRange

Parameters

Name	C# type	Python type	Description
`periods`	`int`	`int`	Period of moving average to use for Average True Range caluclation.
`maType`	`MovingAverageType`	`MovingAverageType`	Type of moving average to use for Average True Range caluclation.

Returns AverageTrueRange — Average True Range indicator instance

Examples

C#Python

var atr = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
var stopLossPips = 2 * atr.Result.LastValue / Symbol.PipSize;
Print("ATR(14): {0}, stop loss at 2 x ATR: {1} pips", atr.Result.LastValue, stopLossPips);

atr = api.Indicators.AverageTrueRange(14, MovingAverageType.Exponential)
stopLossPips = 2 * atr.Result.LastValue / api.Symbol.PipSize
api.Print(f"ATR(14): {atr.Result.LastValue}, stop loss at 2 x ATR: {stopLossPips} pips")

AverageTrueRange(Bars bars, int periods, MovingAverageType maType)

Average true range. An indicator providing the degree of price volatility.

C#Python

AverageTrueRange AverageTrueRange(Bars bars, int periods, MovingAverageType maType)

api.Indicators.AverageTrueRange(bars: Bars, periods: int, maType: MovingAverageType) -> AverageTrueRange

Parameters

Name	C# type	Python type	Description
`bars`	`Bars`	`Bars`	The Bars that will be used by indicator, you can pass another timeframe/symbol bars
`periods`	`int`	`int`	Period of moving average to use for Average True Range caluclation.
`maType`	`MovingAverageType`	`MovingAverageType`	Type of moving average to use for Average True Range caluclation.

Returns AverageTrueRange — Average True Range indicator instance

Examples

C#Python

var dailyBars = MarketData.GetBars(TimeFrame.Daily);
var dailyAtr = Indicators.AverageTrueRange(dailyBars, 14, MovingAverageType.Exponential);
Print("Daily ATR(14): {0} pips", dailyAtr.Result.LastValue / Symbol.PipSize);

dailyBars = api.MarketData.GetBars(TimeFrame.Daily)
dailyAtr = api.Indicators.AverageTrueRange(dailyBars, 14, MovingAverageType.Exponential)
api.Print(f"Daily ATR(14): {dailyAtr.Result.LastValue / api.Symbol.PipSize} pips")