ezyquant.indicators.ta.TA.atr

static TA.atr(high: DataFrame, low: DataFrame, close: DataFrame, window: int = 14, fillna: bool = False) → DataFrame

Average True Range (ATR)

Parameters:

• high (pd.DataFrame) – dataset ‘High’ dataframe.

• low (pd.DataFrame) – dataset ‘Low’ dataframe.

• close (pd.DataFrame) – dataset ‘Close’ dataframe.

• window (int = 14) – n period.

• fillna (bool = False) – if True, fill nan values.

Returns:

Average True Range (ATR)

Return type:

pd.DataFrame