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atr

Calculate the Average True Range.

Used to measure volatility, especially volatility caused by gaps or limit moves. The ATR metric helps understand how much the values in your data change on average, giving insights into the stability or unpredictability during a certain period. It's particularly useful for spotting trends of increase or decrease in variations, without getting into technical trading details. The method considers not just the day-to-day changes but also accounts for any sudden jumps or drops, ensuring you get a comprehensive view of movement.

Parameters​

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
index: str
Default: date
length: int
Default: 14
mamode: Literal['rma', 'ema', 'sma', 'wma']
Default: rma
drift: int
Default: 1
offset: int
Default: 0

Returns​

results: list[Data]

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

Data​

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