Volatility Indicator Functions

ATR - Average True Range

NOTE: The ATR function has an unstable period.

real = ATR(high, low, close, timeperiod=14)

Learn more about the Average True Range at tadoc.org.

NATR - Normalized Average True Range

NOTE: The NATR function has an unstable period.

real = NATR(high, low, close, timeperiod=14)

Learn more about the Normalized Average True Range at tadoc.org.

TRANGE - True Range

real = TRANGE(high, low, close)

Learn more about the True Range at tadoc.org.