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true_range

Function true_range 

Source
pub fn true_range(
    highs: &[f64],
    lows: &[f64],
    closes: &[f64],
) -> Result<Vec<Option<f64>>>
Expand description

Calculate True Range.

TR = max(high - low, |high - prev_close|, |low - prev_close|)

§Arguments

  • highs - High prices
  • lows - Low prices
  • closes - Close prices

§Example

use finance_query::indicators::true_range;

let highs = vec![10.0, 11.0, 12.0];
let lows = vec![8.0, 9.0, 10.0];
let closes = vec![9.0, 10.0, 11.0];
let result = true_range(&highs, &lows, &closes).unwrap();