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#
atr module

Module with ATR.

## ATR class

    ATR(
        wrapper,
        input_list,
        input_mapper,
        in_output_list,
        output_list,
        param_list,
        mapper_list,
        short_name,
        level_names
    )

Average True Range (ATR).

The indicator provide an indication of the degree of price volatility. Strong moves, in either direction, are often accompanied by large ranges, or large True Ranges.

See Average True Range - ATR.

Superclasses

- Analyzable
- AttrResolverMixin
- Cacheable
- Chainable
- Comparable
- Configured
- ExtPandasIndexer
- HasSettings
- IndexingBase
- IndicatorBase
- PandasIndexer
- Pickleable
- PlotsBuilderMixin
- Prettified
- StatsBuilderMixin
- Wrapping
- `vectorbtpro.indicators.custom.atr.ParamIndexer`

Inherited members

- AttrResolverMixin.deep_getattr()
- AttrResolverMixin.post_resolve_attr()
- AttrResolverMixin.pre_resolve_attr()
- AttrResolverMixin.resolve_attr()
- AttrResolverMixin.resolve_shortcut_attr()
- Cacheable.get_ca_setup()
- Chainable.pipe()
- Configured.copy()
- Configured.equals()
- Configured.get_writeable_attrs()
- Configured.prettify()
- Configured.replace()
- Configured.resolve_merge_kwargs()
- Configured.update_config()
- HasSettings.get_path_setting()
- HasSettings.get_path_settings()
- HasSettings.get_setting()
- HasSettings.get_settings()
- HasSettings.has_path_setting()
- HasSettings.has_path_settings()
- HasSettings.has_setting()
- HasSettings.has_settings()
- HasSettings.reset_settings()
- HasSettings.resolve_setting()
- HasSettings.resolve_settings_paths()
- HasSettings.set_settings()
- IndexingBase.indexing_setter_func()
- IndicatorBase.cls_dir
- IndicatorBase.column_only_select
- IndicatorBase.column_stack()
- IndicatorBase.config
- IndicatorBase.dropna()
- IndicatorBase.group_select
- IndicatorBase.iloc
- IndicatorBase.in_output_names
- IndicatorBase.indexing_func()
- IndicatorBase.indexing_kwargs
- IndicatorBase.input_names
- IndicatorBase.lazy_output_names
- IndicatorBase.level_names
- IndicatorBase.loc
- IndicatorBase.output_flags
- IndicatorBase.output_names
- IndicatorBase.param_names
- IndicatorBase.plots_defaults
- IndicatorBase.range_only_select
- IndicatorBase.rec_state
- IndicatorBase.row_stack()
- IndicatorBase.run_pipeline()
- IndicatorBase.self_aliases
- IndicatorBase.short_name
- IndicatorBase.stats_defaults
- IndicatorBase.to_dict()
- IndicatorBase.to_frame()
- IndicatorBase.unpack()
- IndicatorBase.wrapper
- IndicatorBase.xloc
- PandasIndexer.xs()
- Pickleable.decode_config()
- Pickleable.decode_config_node()
- Pickleable.dumps()
- Pickleable.encode_config()
- Pickleable.encode_config_node()
- Pickleable.file_exists()
- Pickleable.getsize()
- Pickleable.load()
- Pickleable.loads()
- Pickleable.modify_state()
- Pickleable.resolve_file_path()
- Pickleable.save()
- PlotsBuilderMixin.build_subplots_doc()
- PlotsBuilderMixin.override_subplots_doc()
- PlotsBuilderMixin.plots()
- StatsBuilderMixin.build_metrics_doc()
- StatsBuilderMixin.override_metrics_doc()
- StatsBuilderMixin.stats()
- Wrapping.regroup()
- Wrapping.resample()
- Wrapping.resolve_column_stack_kwargs()
- Wrapping.resolve_row_stack_kwargs()
- Wrapping.resolve_self()
- Wrapping.resolve_stack_kwargs()
- Wrapping.select_col()
- Wrapping.select_col_from_obj()
- Wrapping.split()

Subclasses

- `vectorbtpro.indicators.custom.atr._ATR`

### apply_func method

    ATR.apply_func(
        high,
        low,
        close,
        window=14,
        wtype=3,
        minp=None,
        adjust=False
    )

2-dim version of `atr_1d_nb`.

### atr property

Output array.

### atr_above method

    ATR.atr_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `atr` is above `other`.

See combine_objs().

### atr_below method

    ATR.atr_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `atr` is below `other`.

See combine_objs().

### atr_crossed_above method

    ATR.atr_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `atr` is crossed_above `other`.

See combine_objs().

### atr_crossed_below method

    ATR.atr_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `atr` is crossed_below `other`.

See combine_objs().

### atr_equal method

    ATR.atr_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `atr` is equal `other`.

See combine_objs().

### atr_stats method

    ATR.atr_stats(
        *args,
        **kwargs
    )

Stats of `atr` as generic.

### cache_func class variable

### close property

Input array.

### close_above method

    ATR.close_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is above `other`.

See combine_objs().

### close_below method

    ATR.close_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is below `other`.

See combine_objs().

### close_crossed_above method

    ATR.close_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is crossed_above `other`.

See combine_objs().

### close_crossed_below method

    ATR.close_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is crossed_below `other`.

See combine_objs().

### close_equal method

    ATR.close_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `close` is equal `other`.

See combine_objs().

### close_stats method

    ATR.close_stats(
        *args,
        **kwargs
    )

Stats of `close` as generic.

### custom_func method

    IndicatorFactory.with_apply_func.<locals>.custom_func(
        input_tuple,
        in_output_tuple,
        param_tuple,
        *_args,
        input_shape=None,
        per_column=False,
        split_columns=False,
        skipna=False,
        return_cache=False,
        use_cache=True,
        jitted_loop=False,
        jitted_warmup=False,
        execute_kwargs=None,
        **_kwargs
    )

Custom function that forwards inputs and parameters to `apply_func`.

### high property

Input array.

### high_above method

    ATR.high_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is above `other`.

See combine_objs().

### high_below method

    ATR.high_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is below `other`.

See combine_objs().

### high_crossed_above method

    ATR.high_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is crossed_above `other`.

See combine_objs().

### high_crossed_below method

    ATR.high_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is crossed_below `other`.

See combine_objs().

### high_equal method

    ATR.high_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `high` is equal `other`.

See combine_objs().

### high_stats method

    ATR.high_stats(
        *args,
        **kwargs
    )

Stats of `high` as generic.

### low property

Input array.

### low_above method

    ATR.low_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is above `other`.

See combine_objs().

### low_below method

    ATR.low_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is below `other`.

See combine_objs().

### low_crossed_above method

    ATR.low_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is crossed_above `other`.

See combine_objs().

### low_crossed_below method

    ATR.low_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is crossed_below `other`.

See combine_objs().

### low_equal method

    ATR.low_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `low` is equal `other`.

See combine_objs().

### low_stats method

    ATR.low_stats(
        *args,
        **kwargs
    )

Stats of `low` as generic.

### param_select_func_nb method

    ATR.param_select_func_nb(
        i,
        args_before,
        high,
        low,
        close,
        window,
        wtype,
        *args
    )

### plot method

    _ATR.plot(
        column=None,
        tr_trace_kwargs=None,
        atr_trace_kwargs=None,
        add_trace_kwargs=None,
        fig=None,
        **layout_kwargs
    )

Plot ATR.tr and ATR.atr.

Args

`column` :`str`
  Name of the column to plot.
`tr_trace_kwargs` :`dict`
  Keyword arguments passed to `plotly.graph_objects.Scatter` for ATR.tr.
`atr_trace_kwargs` :`dict`
  Keyword arguments passed to `plotly.graph_objects.Scatter` for ATR.atr.
`add_trace_kwargs` :`dict`
  Keyword arguments passed to `fig.add_trace` when adding each trace.
`fig` :`Figure` or `FigureWidget`
  Figure to add traces to.
`**layout_kwargs`
  Keyword arguments passed to `fig.update_layout`.

Usage

    >>> vbt.ATR.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close']).plot().show()

### run class method

    ATR.run(
        high,
        low,
        close,
        window=Default(value=14),
        wtype=Default(value='wilder'),
        short_name='atr',
        hide_params=None,
        hide_default=True,
        **kwargs
    )

Run ATR indicator.

- Inputs: `high`, `low`, `close`
- Parameters: `window`, `wtype`
- Outputs: `tr`, `atr`

Pass a list of parameter names as `hide_params` to hide their column levels, or True to hide all. Set `hide_default` to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

### run_combs class method

    ATR.run_combs(
        high,
        low,
        close,
        window=Default(value=14),
        wtype=Default(value='wilder'),
        r=2,
        param_product=False,
        comb_func=itertools.combinations,
        run_unique=True,
        short_names=None,
        hide_params=None,
        hide_default=True,
        **kwargs
    )

Create a combination of multiple ATR indicators using function `comb_func`.

- Inputs: `high`, `low`, `close`
- Parameters: `window`, `wtype`
- Outputs: `tr`, `atr`

`comb_func` must accept an iterable of parameter tuples and `r`. Also accepts all combinatoric iterators from itertools such as `itertools.combinations`. Pass `r` to specify how many indicators to run. Pass `short_names` to specify the short name for each indicator. Set `run_unique` to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to ATR.run().

Note

This method should only be used when multiple indicators are needed. To test multiple parameters, pass them as lists to ATR.run().

### tr property

Output array.

### tr_above method

    ATR.tr_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `tr` is above `other`.

See combine_objs().

### tr_below method

    ATR.tr_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `tr` is below `other`.

See combine_objs().

### tr_crossed_above method

    ATR.tr_crossed_above(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `tr` is crossed_above `other`.

See combine_objs().

### tr_crossed_below method

    ATR.tr_crossed_below(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `tr` is crossed_below `other`.

See combine_objs().

### tr_equal method

    ATR.tr_equal(
        other,
        level_name=None,
        allow_multiple=True,
        **kwargs
    )

Return True for each element where `tr` is equal `other`.

See combine_objs().

### tr_stats method

    ATR.tr_stats(
        *args,
        **kwargs
    )

Stats of `tr` as generic.

### window_list property

List of `window` values.

### wtype_list property

List of `wtype` values.

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