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

# True Range (TR)

Created by J. Welles Wilder, [True Range](https://en.wikipedia.org/wiki/Average_true_range) is a measure of volatility that captures gaps and limits between periods.  It is the building block for [Average True Range](/indicators/atr.md).
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/269 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<TrResult> results =
  bars.ToTr();
```

## Historical price bars requirements

You must have at least 2 periods of `bars` to cover the warmup periods.

`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<TrResult>
```

* 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 period will have a `null` value since there is no prior period close.

### `TrResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Tr` | *`double`* | True Range |

### Utilities

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

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

## Chaining

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

```csharp
// example: ATR using a custom moving average
var results = bars
    .ToTr()
    .ToSmma(lookbackPeriods);
```

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
TrList trList = new();

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

// based on `ICollection<TrResult>`
IReadOnlyList<TrResult> results = trList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
TrHub observer = barHub.ToTrHub();

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

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

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