TrueRange and ATR (Average True Range)

nardew / talipp

talipp - incremental technical analysis library for python

https://nardew.github.io/talipp

MIT License

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TrueRange and ATR (Average True Range) #151

Open femtotrader opened 2 months ago

femtotrader commented 2 months ago

Hello,

We have in talipp ATR (ie AverageTrueRange) but not simple TrueRange... but we have some indicators (such as VTX and CHOP) calling ATR(1) ... which is in fact TrueRange (without smoothing). Maybe we should have a TrueRange indicator and use it internally in ATR.

Kind regards