Struct ATR

pub struct ATR { /* private fields */ }

Average True Range (ATR) Calculator

ATR measures market volatility by calculating the average of true ranges over a period. True Range is the greatest of:

• Current High - Current Low
• |Current High - Previous Close|
• |Current Low - Previous Close|

Implementations

impl ATR

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

Creates a new ATR calculator with the specified period

pub fn update(&mut self, data: OHLCData) -> Option<ATRResult>

Updates ATR with OHLC data

pub fn update_hlc( &mut self, high: f64, low: f64, close: f64, ) -> Option<ATRResult>

Updates ATR with separate high, low, close values

pub fn update_close_only(&mut self, close: f64) -> Option<ATRResult>

Calculate with just closing price (simplified - less accurate)

pub fn value(&self) -> Option<f64>

Returns the current ATR value

pub fn result(&self) -> Option<ATRResult>

Returns the current ATR result with true range

pub fn reset(&mut self)

Resets the calculator

pub fn period(&self) -> usize

Get the period

pub fn is_ready(&self) -> bool

Check if ATR is initialized

pub fn calculate_batch( period: usize, data: &[OHLCData], ) -> Result<Vec<Option<ATRResult>>, ATRError>

Batch calculation for historical data