# Average True Range (ATR)

Created by J. Welles Wilder, True Range and Average True Range is a measure of volatility that captures gaps and limits between periods. [Discuss] ðŸ’¬

```
// C# usage syntax
IEnumerable<AtrResult> results =
quotes.GetAtr(lookbackPeriods);
// ATR with custom moving average
IEnumerable<SmmaResult> results =
quotes.GetTr().GetSmma(lookbackPeriods);
// raw True Range (TR) only
IEnumerable<TrResult> results =
quote.GetTr();
```

## Parameters

`lookbackPeriods`

* int* - Number of periods (

`N`

) to consider. Must be greater than 1.### Historical quotes requirements

You must have at least `N+100`

periods of `quotes`

to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `N+250`

data points prior to the intended usage date for better precision.

`quotes`

is a collection of generic `TQuote`

historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

## Response

```
IEnumerable<AtrResult>
```

- This method returns a time series of all available indicator values for the
`quotes`

provided. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
`N`

periods will have`null`

values for ATR since thereâ€™s not enough data to calculate.

âšž

Convergence warning: The first`N+100`

periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

### AtrResult

`Date`

* DateTime* - Date from evaluated

`TQuote`

`Tr`

* double* - True Range for current period

`Atr`

* double* - Average True Range

`Atrp`

* double* - Average True Range Percent is

`(ATR/Price)*100`

. This normalizes so it can be compared to other stocks.### Utilities

See Utilities and helpers for more information.

## Chaining

Results can be further processed on `Atrp`

with additional chain-enabled indicators.

```
// example
var results = quotes
.GetAtr(..)
.GetSlope(..);
```

This indicator must be generated from `quotes`

and **cannot** be generated from results of another chain-enabled indicator or method.