NATR
Summary
Average True Range expressed as a percentage of the current close, making volatility comparable across price levels and securities. Same computation as ATR, then normalized by close. Higher values mean greater relative volatility; unit is percent of price.
Formula
NATR = (ATR / Close) * 100 ATR: first value = SMA of TRANGE over period; then Wilder smoothing ATR_t = (ATR_{t-1}*(period-1) + TR_t) / period
Inputs
inPriceHLC— High, low, close price series
Outputs
outReal— ATR as a percentage of the close
Parameters
optInTimePeriod— Smoothing period for the true range average
Implementation
TA-Lib Definition: natr.c · natr.yaml
| Native | File |
|---|---|
| C | ta_NATR.c |
| Rust | natr.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Normalized Average True Range
See Also
References
- John Forman