Volatility Indicator Functions
ATR - Average True Range
NOTE: The ATR
function has an unstable period.
real = ATR(high, low, close, timeperiod=14)
NATR - Normalized Average True Range
NOTE: The NATR
function has an unstable period.
real = NATR(high, low, close, timeperiod=14)
TRANGE - True Range
real = TRANGE(high, low, close)