Module atr 

Average True Range (ATR)

Wilder ATR of high / low / close:

TR[i]  = max( high−low, |high−close_prev|, |low−close_prev| )
ATR[i] = Wilder smooth of TR over `period`
         (seed = SMA of first `period` true ranges)

Default pack: period 14 (AtrParams::period_14).
Keltner channels reuse this definition internally for their ATR leg.

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Trading perspective

Use	Habit
Volatility level	Wide ATR → large stops / size down
Breakout filters	Move in ATR units
Keltner width	mult * ATR around EMA

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Engineering perspective

AtrParams → ValidatedAtr / atr → AtrState → atr_solution.
First ATR at index period − 1 when bar 0 has TR = high−low only (no prior close).

Word problem

Constant 2-point range bars, no gaps. What is ATR(14) after warm-up?

≈ 2.0.

use finance_solution::stocks::ta::{atr, AtrParams};
let n = 30usize;
let high: Vec<_> = (0..n).map(|_| 102.0).collect();
let low: Vec<_> = (0..n).map(|_| 100.0).collect();
let close: Vec<_> = (0..n).map(|_| 101.0).collect();
let s = atr(&high, &low, &close, AtrParams::period_14()).unwrap();
assert!((s.last().unwrap() - 2.0).abs() < 1e-9);

Structs

AtrParams

ATR lookback pack (Wilder).

AtrSeries

AtrSolution

AtrState

Incremental Wilder ATR.

ValidatedAtr

Validated ATR config.

Functions

atr

atr_solution

Examples