Struct Atr 

pub struct Atr { /* private fields */ }

Average True Range indicator.

Measures market volatility by decomposing the entire range of an asset price for a given period. ATR uses the greatest of:

• Current high minus current low
• Absolute value of current high minus previous close
• Absolute value of current low minus previous close

Formula

True Range = max(high - low, |high - prev_close|, |low - prev_close|) ATR = Smoothed average of True Range over period

Example

use quant_indicators::{Indicator, Atr};
use quant_primitives::Candle;
use chrono::Utc;
use rust_decimal_macros::dec;

let ts = Utc::now();
let candles: Vec<Candle> = (0..20).map(|i| {
    let d = rust_decimal::Decimal::from(i);
    Candle::new(dec!(100) + d, dec!(110) + d, dec!(90) + d, dec!(100) + d, dec!(1000), ts).unwrap()
}).collect();
let atr = Atr::new(14).unwrap();
let series = atr.compute(&candles).unwrap();

Implementations

impl Atr

pub fn new(period: usize) -> Result<Self, IndicatorError>

Create a new ATR indicator with the specified period.

Standard period is 14.

Errors

Returns InvalidParameter if period is 0.

Trait Implementations

impl Clone for Atr

fn clone(&self) -> Atr

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Atr

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for Atr

fn name(&self) -> &str

The name of this indicator (e.g., “SMA(20)”).

fn warmup_period(&self) -> usize

Minimum number of candles required before output is valid.

fn compute(&self, candles: &[Candle]) -> Result<Series, IndicatorError>

Compute the indicator values from candle data.