Skip to content

TrueRange and ATR (Average True Range) #151

Open
Open
TrueRange and ATR (Average True Range)#151

Description

@femtotrader
femtotrader
opened on Jul 8, 2024

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

Activity

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions