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TrueRange and ATR (Average True Range) #151

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femtotrader opened this issue Jul 8, 2024 · 0 comments
Open

TrueRange and ATR (Average True Range) #151

femtotrader opened this issue Jul 8, 2024 · 0 comments

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@femtotrader
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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
This was referenced Jul 8, 2024
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@femtotrader