ta_lib_in_rust::indicators::volatility::atr

Function calculate_atr

Source 
pub fn calculate_atr(df: &DataFrame, window: usize) -> PolarsResult<Series>
Expand description

Calculates Average True Range (ATR)

§Arguments

  • df - DataFrame containing the price data
  • window - Window size for ATR (typically 14)

§Returns

Returns a PolarsResult containing the ATR Series