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IncrementalAtr

indicators::functions

Struct IncrementalAtr 

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pub struct IncrementalAtr { /* private fields */ }
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Incremental ATR — O(1) per-tick true-range EMA.

Wraps an IncrementalEma over the true range and returns the smoothed ATR on each update. The first sample’s true range is high - low.

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impl IncrementalAtr

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pub fn new(period: usize) -> Self

Create an incremental ATR for the given period.

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

Feed the next high/low/close; returns the updated ATR.

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