Package trade.invision.indicators.indicators.tr

Class AverageTrueRange

java.lang.Object

trade.invision.indicators.indicators.Indicator<Num>

trade.invision.indicators.indicators.tr.AverageTrueRange

public class AverageTrueRange
extends Indicator<Num>

AverageTrueRange is a Num Indicator to provide an Average True Range (ATR) over a length of Bars.

See Also:

• Investopedia

Nested Class Summary

Nested classes/interfaces inherited from class trade.invision.indicators.indicators.Indicator

Indicator.CacheSeries

Field Summary

Fields inherited from class trade.invision.indicators.indicators.Indicator

cachedAddCallCount, cachedIndex, cachedValue, cacheSeries, minimumStableIndex, series

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AverageTrueRange(BarSeries barSeries, int length, MovingAverageSupplier movingAverageSupplier)

Method Summary

Modifier and Type	Method	Description
static AverageTrueRange	atr(BarSeries barSeries, int length, MovingAverageSupplier movingAverageSupplier)
static AverageTrueRange	averageTrueRange(BarSeries barSeries, int length, MovingAverageSupplier movingAverageSupplier)	Gets a AverageTrueRange.
protected Num	calculate(long index)	Performs the calculation of this Indicator at the given index.

Methods inherited from class trade.invision.indicators.indicators.Indicator

caching, getMinimumStableIndex, getSeries, getValue, isCaching, numOf, numOf, numOf, numOf, numOfEight, numOfFive, numOfFour, numOfHalf, numOfHundred, numOfHundredth, numOfNegativeOne, numOfNine, numOfOne, numOfSeven, numOfSix, numOfTen, numOfTenth, numOfThousand, numOfThousandth, numOfThree, numOfTwo, numOfZero, purgeCache

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

AverageTrueRange

protected AverageTrueRange(BarSeries barSeries,
 int length,
 MovingAverageSupplier movingAverageSupplier)

Method Details

atr

public static AverageTrueRange atr(BarSeries barSeries,
 int length,
 MovingAverageSupplier movingAverageSupplier)

See Also:

• averageTrueRange(BarSeries, int, MovingAverageSupplier)

averageTrueRange

public static AverageTrueRange averageTrueRange(BarSeries barSeries,
 int length,
 MovingAverageSupplier movingAverageSupplier)

Gets a AverageTrueRange.

Parameters:

barSeries - the BarSeries

length - the number of values to look back at

movingAverageSupplier - the MovingAverageSupplier

calculate

protected Num calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<Num>

Parameters:

index - the index

Returns:

the result (never null)