Struct ATR 

pub struct ATR { /* private fields */ }

Average True Range (ATR) — EMA-smoothed variant, not Wilder’s RMA.

This smooths true range with a standard EMA (alpha = 2/(period+1)), seeded from the first bar’s high - low and emitting a value from bar 0 with no NaN warmup. It is not the ATR that Wilder defined in 1978 and that TA-Lib, TradingView Pine ta.atr, and pandas.ewm(alpha=1/period, adjust=False) compute — for that, use TaATR, which is proptest-verified against talib_rs::volatility::atr.

No authoritative source has been recorded for this EMA-smoothed variant; the divergence and its blast radius (SuperTrend, Keltner, ATR trailing stop, TTM Squeeze, VPN, S/R monitor, volatility-clustering regime) are tracked in quantwave-xnaf and recorded as data in crate::indicators::conventions::CONVENTION_NOTES.

Note that the Polars plugin pl.col(close).ta.atr(high, low) and quantwave.talib.ATR are backed by TaATR and are Wilder; only this struct and the atr(period, high, low, close) PyO3 batch function are not.

Implementations

impl ATR

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for ATR

fn clone(&self) -> ATR

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ATR

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for ATR

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Next<(f64, f64, f64)> for ATR

type Output = f64

fn next(&mut self, input: (f64, f64, f64)) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Serialize for ATR

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.