diff --git a/pandas_ta/volatility/atr.py b/pandas_ta/volatility/atr.py index 08e92da..dc275bb 100644 --- a/pandas_ta/volatility/atr.py +++ b/pandas_ta/volatility/atr.py @@ -3,15 +3,15 @@ from pandas_ta.overlap import ema, rma from .true_range import true_range from pandas_ta.utils import get_drift, get_offset, verify_series - -def atr(high, low, close, length=None, mamode=None, drift=None, offset=None, **kwargs): +def atr(high, low, close, length=None, mamode='sma', drift=None, offset=None, **kwargs): """Indicator: Average True Range (ATR)""" # Validate arguments high = verify_series(high) low = verify_series(low) close = verify_series(close) length = int(length) if length and length > 0 else 14 - mamode = mamode.lower() if mamode else "ema" + mamode = str(mamode).lower() + drift = get_drift(drift) offset = get_offset(offset) @@ -48,13 +48,10 @@ def atr(high, low, close, length=None, mamode=None, drift=None, offset=None, **k atr.__doc__ = \ """Average True Range (ATR) - Averge True Range is used to measure volatility, especially volatility caused by gaps or limit moves. - Sources: https://www.tradingview.com/wiki/Average_True_Range_(ATR) - Calculation: Default Inputs: length=14, drift=1, percent=False @@ -66,24 +63,20 @@ Calculation: ATR = EMA(tr, length) else: ATR = SMA(tr, length) - if percent: ATR *= 100 / close - Args: high (pd.Series): Series of 'high's low (pd.Series): Series of 'low's close (pd.Series): Series of 'close's length (int): It's period. Default: 14 - mamode (str): Two options: None or 'ema'. Default: 'ema' + mamode (str): Two options: 'sma' or 'ema'. Default: 'sma' drift (int): The difference period. Default: 1 offset (int): How many periods to offset the result. Default: 0 - Kwargs: percent (bool, optional): Return as percentage. Default: False fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method - Returns: pd.Series: New feature generated. """