Average True Range (ATR)

Summary

Wilder-smoothed average of the True Range over a period, measuring price volatility regardless of direction. Higher ATR means greater volatility; no directional bias.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive

Formula

TR_t = max(high-low, |prevClose-high|, |prevClose-low|) ATR seed = simple average of first period TR values ATR_t = (ATR_{t-1} * (period-1) + TR_t) / period

Inputs

• inHigh — High price of each bar
• inLow — Low price of each bar
• inClose — Close price of each bar

Outputs

• outReal — Average True Range value

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	14	1–100000	Smoothing period

Properties

Numerical Stability: Initial Unstable Period

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double close[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_ATR( 0, n - 1, high, low, close, 14, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let close = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.atr(0, high.len() - 1, &high, &low, &close, 14, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] close = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.atr(0, high.length - 1, high, low, close, 14, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var close = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Atr(0, high.Length - 1, high, low, close, 14, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { atr } from 'ta-lib';

const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first
const close = new Float64Array(252); // your data, oldest first

const { begIdx, values } = atr({ high, low, close }, { timePeriod: 14 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: atr.c · atr.yaml

Native	File
C	ta_ATR.c
Rust	atr.rs
Java	Core_ATR.java
C#	Core_ATR.cs
TypeScript	atr.ts

Python: talib.ATR, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Average True Range

See Also

TRANGE · NATR · SMA · EMA

References

• J. Welles Wilder, New Concepts in Technical Trading Systems, Trend Research (ISBN 0894590278)