ATR

ATR

ATR(
    period: int,
    input_values: List[OHLCV] = None,
    input_indicator: Indicator = None,
    input_modifier: InputModifierType = None,
    input_sampling: SamplingPeriodType = None,
)

Bases: Indicator

Average True Range

Input type: OHLCV

Output type: float

Parameters:

Name	Type	Description	Default
period	int	Period.	required
input_values	List[OHLCV]	List of input values.	None
input_indicator	Indicator	Input indicator.	None
input_modifier	InputModifierType	Input modifier.	None
input_sampling	SamplingPeriodType	Input sampling type.	None

Source code in talipp/indicators/ATR.py

def __init__(self, period: int,
             input_values: List[OHLCV] = None,
             input_indicator: Indicator = None,
             input_modifier: InputModifierType = None,
             input_sampling: SamplingPeriodType = None):
    super(ATR, self).__init__(input_modifier=input_modifier,
                              input_sampling=input_sampling)

    self.period = period
    self.tr = []

    self.add_managed_sequence(self.tr)

    self.initialize(input_values, input_indicator)