---
url: /indicators/atr.md
description: >-
  Created by J. Welles Wilder, True Range and Average True Range is a measure of
  volatility that captures gaps and limits between periods.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/atr
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Average True Range (ATR) / True Range (TR)

Created by J. Welles Wilder, True Range and [Average True Range](https://en.wikipedia.org/wiki/Average_true_range) are measures of volatility that capture gaps and limits between periods. See [True Range (TR)](/indicators/tr.md) for dedicated TR documentation, including streaming support.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/269 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<AtrResult> results =
  bars.ToAtr(lookbackPeriods);

// ATR with custom moving average
IReadOnlyList<SmmaResult> results =
  bars.ToTr().ToSmma(lookbackPeriods);

// raw True Range (TR) only
IReadOnlyList<TrResult> results =
  bar.ToTr();
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) to consider.  Must be greater than 1. |

### Historical price bars requirements

You must have at least `N+100` periods of `bars` to cover the [warmup and convergence](https://github.com/facioquo/stock-indicators-dotnet/discussions/688) 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.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<AtrResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first `N` periods will have `null` values for ATR since there's not enough data to calculate.

> [!WARNING]
> **🚩 ⚞ 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`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `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

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

Results can be further processed on `Atrp` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToAtr(..)
    .ToSlope(..);
```

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

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
AtrList atrList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  atrList.Add(bar);
}

// based on `ICollection<AtrResult>`
IReadOnlyList<AtrResult> results = atrList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
AtrHub observer = barHub.ToAtrHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AtrResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.