Struct ATR

pub struct ATR { /* private fields */ }

A simplified Average True Range (ATR) indicator.

This ATR calculates the true range as the absolute difference between the current closing price and the previous closing price. It then computes the ATR as the average of these true ranges over a specified period.

Implementations

impl ATR

pub fn new(period: usize) -> Self

Creates a new ATR indicator with the specified period.

Arguments

• period - The number of periods over which to calculate the ATR.

Example

use indexes_rs::v1::atr::main::ATR;

let atr = ATR::new(14);

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

Calculates the current ATR value using the latest closing price.

The true range is computed as the absolute difference between the current closing price and the previous closing price. This true range is stored in a sliding window; once the window contains period values, the ATR is returned as their average.

Arguments

• close - The latest closing price.

Returns

• Some(f64) containing the ATR value if enough data is available.
• None if there aren’t enough values yet.