Rolling mean of the true range (max of high-low, |high-prev close|, |low-prev close|) over `period` bars, plus `value_pct` normalized to the close (ATR as a percent of price).
atr| Name | Type | Default | Min | Max |
|---|---|---|---|---|
| period | int | 14 | 2 | 100 |
| Name | Type | Render |
|---|---|---|
| value | series | Line |
| value_pct | series | Line |
Not referenced by any public strategy yet
Strategies that reference this indicator will appear here.