AverageTrueRange Method (3)¶
AverageTrueRange (1 of 3)¶
Summary¶
Average true range. An indicator providing the degree of price volatility.
Remarks¶
Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder. The indicator provides the degree of price volatility. The average true range is an N-day exponential moving average of the true range values. Wilder recommended a 14-period smoothing.
Signature¶
1 |
|
Parameters¶
Name | Type | Description |
---|---|---|
marketSeries | MarketSeries | |
periods | int | Period of moving average to use for Average True Range caluclation. |
maType | MovingAverageType | Type of moving average to use for Average True Range caluclation. |
Return Value¶
AverageTrueRange
Declaring Type¶
cAlgo.API.Internals.IIndicatorsAccessor
AverageTrueRange (2 of 3)¶
Summary¶
Average true range. An indicator providing the degree of price volatility.
Remarks¶
Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder. The indicator provides the degree of price volatility. The average true range is an N-day exponential moving average of the true range values. Wilder recommended a 14-period smoothing.
Signature¶
1 |
|
Parameters¶
Name | Type | Description |
---|---|---|
periods | int | Period of moving average to use for Average True Range caluclation. |
maType | MovingAverageType | Type of moving average to use for Average True Range caluclation. |
Return Value¶
AverageTrueRange
Declaring Type¶
cAlgo.API.Internals.IIndicatorsAccessor
AverageTrueRange (3 of 3)¶
Signature¶
1 |
|
Parameters¶
Name | Type | Description |
---|---|---|
bars | Bars | |
periods | int | |
maType | MovingAverageType |
Return Value¶
AverageTrueRange
Declaring Type¶
cAlgo.API.Internals.IIndicatorsAccessor