ATR: Average True Range

In giovannikraushaar/TradingIndicatoR: Technical trading with TradingIndicatoR

Description

Compute the Average True Range Indicator

Usage

ATR(close, low, high, n = 14)

Arguments

close	vector or xts, historical series of the close price for each interval
low	vector or xts, historical series of the lowest prices for each interval
high	vector or xts, historical series of the highest prices for each interval
n	integer, length of each period of analysis

Value

vector or xts, historical series of ATR value

Author(s)

Paolo Montemurro <[e-mail]>

References

Wilder J. Welles (1974), New Concepts in Technical Analysis Systems.

Examples

data(BAC)
ATR(BAC$Close,BAC$Low,BAC$High)

giovannikraushaar/TradingIndicatoR documentation built on May 20, 2019, 12:14 p.m.