Volatility Indicator Functions

ADR - Average Day Range

real = ADR(high, low, timeperiod=14)

ATR - Average True Range

NOTE: The ATR function has an unstable period.

real = ATR(high, low, close, timeperiod=14)

CVI - Chaikin's Volatility

real = CVI(high, low, timeperiod=10, rocperiod=10)

MASSI - Mass Index

real = MASSI(high, low, fastperiod=9, slowperiod=25)

NATR - Normalized Average True Range

NOTE: The NATR function has an unstable period.

real = NATR(high, low, close, timeperiod=14)

RVI - Relative Volatility Index

NOTE: The RVI function has an unstable period.

real = RVI(close, timeperiod=14, stddevperiod=10)

TRANGE - True Range

real = TRANGE(high, low, close)

Documentation Index All Function Groups