INNER CODE UNIT · Python
atr
aticio/legitindicators · legitindicators.py:49
def atr(data, length):
"""Average True Range indicator
:param data: list of ohlc data [open, high, low, close]
:type data: list
:param length: lookback period for atr indicator
:type length: int
:return: ATR of given ohlc data
:rtype: list
"""
trng = true_range(data)
res = rma(trng, length)
return res
def smoothed_atr(data, length):
"""Average True Range indicator smoothed with super smoother