indicators_atr
Compute Average True Range (ATR) and normalized ATR as a percentage of price, plus volatility regime classification. Input high, low, close price arrays to measure market volatility.
Instructions
Average True Range with normalized ATR and volatility regime.
Use when measuring volatility via Average True Range. Provide an array of prices. Returns: current ATR, normalized ATR (as % of price), ATR history, and volatility regime classification.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| low | Yes | Array of low prices | |
| high | Yes | Array of high prices | |
| close | Yes | Array of closing prices | |
| period | No | ATR lookback period |