Struct tr_rs::AvgTrueRange

pub struct AvgTrueRange { /* fields omitted */ }

Average True Range

use ta_common::traits::Indicator;
use tr_rs::AvgTrueRange;

let mut atr = AvgTrueRange::new(5);
assert_eq!(atr.next([82.15, 81.29, 81.59, ]), None);
assert_eq!(atr.next([81.89, 80.64, 81.06, ]), None);
assert_eq!(atr.next([83.03, 81.31, 82.87, ]), None);
assert_eq!(atr.next([83.30, 82.65, 83.00, ]), None);
assert_eq!(atr.next([83.85, 83.07, 83.61, ]), Some(1.0627999999999962));
assert_eq!(atr.next([83.90, 83.11, 83.15, ]), Some(1.0082399999999982));
assert_eq!(atr.next([83.33, 82.49, 82.84, ]), Some(0.9745919999999992));
assert_eq!(atr.next([84.30, 82.30, 83.99, ]), Some(1.1796735999999994));
assert_eq!(atr.next([84.84, 84.15, 84.55, ]), Some(1.1137388800000012));
assert_eq!(atr.next([85.00, 84.11, 84.36, ]), Some(1.068991104000001));
assert_eq!(atr.next([85.90, 84.03, 85.53, ]), Some(1.2291928832000019));
assert_eq!(atr.next([86.58, 85.39, 86.54, ]), Some(1.221354306560001));
assert_eq!(atr.next([86.98, 85.76, 86.89, ]), Some(1.2210834452480006));
assert_eq!(atr.next([88.00, 87.17, 87.77, ]), Some(1.1988667561984003));
assert_eq!(atr.next([87.87, 87.01, 87.29, ]), Some(1.1310934049587202));

Calculation

ATR=wilders(TR(input));

Implementations

impl AvgTrueRange

pub fn new(period: u32) -> AvgTrueRange

Trait Implementations

impl Indicator<[f64; 3], Option<f64>> for AvgTrueRange

pub fn next(&mut self, input: [f64; 3]) -> Option<f64>

pub fn reset(&mut self)