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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: list[openbb_core.provider.abstract.data.Data]

list of data to apply the indicator to.

• Optional: False

index: str

Index column name, by default 'date'

• Default: date

• Optional: True

length: int

It's period, by default 14

• Default: 14

• Optional: True

mamode: Literal['rma', 'ema', 'sma', 'wma']

Moving average mode, by default 'rma'

• Default: rma

• Optional: True

drift: int

The difference period, by default 1

• Default: 1

• Optional: True

offset: int

How many periods to offset the result, by default 0

• Optional: True

Returns​

results: list[Data]

Serializable results.

provider: None

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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