Implement Normalized Average True Range (NATR) and Average Normalized True Range (ANTR) - Githubissues

nardew / talipp

talipp - incremental technical analysis library for python

https://nardew.github.io/talipp

MIT License

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Implement Normalized Average True Range (NATR) and Average Normalized True Range (ANTR) #159

Open femtotrader opened 2 months ago

femtotrader commented 2 months ago

Hello,

Normalized Average True Range (NATR) is an other interesting technical indicator we don't have here

See

Tulip Indicators (C)
- doc: https://tulipindicators.org/natr
- implementation: https://github.com/TulipCharts/tulipindicators/blob/master/indicators/natr.c
QuantConnect Lean (C#)
- doc: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/normalized-average-true-range
- implementation: https://github.com/QuantConnect/Lean/blob/master/Indicators/NormalizedAverageTrueRange.cs

Kind regards

PS: there is also ANTR ie Average Normalized True Range https://www.macroption.com/normalized-atr/