diff --git a/pandas_ta/core.py b/pandas_ta/core.py
index 58f948f..bfcff3e 100644
--- a/pandas_ta/core.py
+++ b/pandas_ta/core.py
@@ -1583,6 +1583,13 @@ class AnalysisIndicators(object):
         result = atr(high=high, low=low, close=close, length=length, mamode=mamode, offset=offset, **kwargs)
         return self._post_process(result, **kwargs)
 
+    def atrts(self, length=None, factor=None, mamode=None, offset: Int = None, **kwargs: DictLike):
+        high = self._get_column(kwargs.pop("high", "high"))
+        low = self._get_column(kwargs.pop("low", "low"))
+        close = self._get_column(kwargs.pop("close", "close"))
+        result = atrts(high=high, low=low, close=close, length=length, factor=factor, mamode=mamode, offset=offset, **kwargs)
+        return self._post_process(result, **kwargs)
+
     def bbands(self, length=None, std=None, mamode=None, offset: Int = None, **kwargs: DictLike):
         close  = self._get_column(kwargs.pop("close", "close"))
         result = bbands(close=close, length=length, std=std, mamode=mamode, offset=offset, **kwargs)
diff --git a/pandas_ta/volatility/__init__.py b/pandas_ta/volatility/__init__.py
index a326697..1617352 100644
--- a/pandas_ta/volatility/__init__.py
+++ b/pandas_ta/volatility/__init__.py
@@ -13,3 +13,4 @@ from .rvi import rvi
 from .thermo import thermo
 from .true_range import true_range
 from .ui import ui
+from .atrts import atrts
diff --git a/pandas_ta/volatility/atrts.py b/pandas_ta/volatility/atrts.py
new file mode 100644
index 0000000..e21f6a5
--- /dev/null
+++ b/pandas_ta/volatility/atrts.py
@@ -0,0 +1,155 @@
+# -*- coding: utf-8 -*-
+from .true_range import true_range
+from pandas_ta import Imports
+from pandas_ta.overlap import ma
+from pandas_ta.volatility import atr
+from pandas_ta.utils import get_drift, get_offset, verify_series
+from pandas import DataFrame, Series
+from functools import partial
+
+try:
+    from numba import njit
+except ImportError:
+    def njit(_): return _
+
+@njit
+def calculateFunc(upTrend, dnTrend, prevP, atr, factor):
+    if upTrend:
+        return prevP - atr * factor
+    elif dnTrend:
+        return prevP + atr * factor
+
+@njit
+def tailingStopFunc(upTrend, dnTrend, prevA, atrts):
+    if upTrend:
+        if atrts < prevA: return prevA
+    elif dnTrend:
+        if atrts > prevA: return prevA
+
+def atrts(high, low, close, length=None, factor=None, mamode=None, talib=None, drift=None, offset=None, **kwargs):
+    """ATR Trailing Stops (ATRTS) 
+    identifies exit points for long and short positions. 
+    First, an exponential moving average (EMA) of the input is taken to determine the current trend. 
+    Then, the Average True Range (ATR) is calculated and multiplied by a user defined factor. 
+    If the EMA is increasing (uptrend), the ATR product is subtracted from the price or, 
+    if the EMA is decreasing (down trend), it is added to the price, and along with a few details the ATRTS is formed. 
+    The user may change the position (long), input (close), method (EMA), period lengths, 
+    percent factor and show entry option(see trading signals below). 
+    This indicator’s definition is further expressed in the condensed code given in the calculation below.
+
+    Sources:
+        https://www.motivewave.com/studies/atr_trailing_stops.htm
+
+    Calculation:
+        //position = pos, user defined, default is long
+        //input = price, user defined, default is close
+        //method = moving average (ma), user defined, default is EMA
+        //period1 = maP, user defined, default is 63
+        //period2 = artP, user defined, default is 21
+        //factor = fac, user defined, default is 3
+        //show entrys = showE, user defined, default is false
+        //index = current bar number, prev = previous
+        //LOE = less or equal, MOE = more or equal
+        //shortP = short position, longP = long position
+        //index = current bar number
+
+        longP = pos == "Long";
+        shortP = pos == "Short";
+        atrts = 0, atr = 0;
+        ma = ma(method, maP, input);
+        prevP = price[index-1];
+        prevA = ifNull(price, atrts[index]); //current atrts is plotted at index+1
+        upTrend = price moreThan ma;
+        dnTrend = price LOE ma;
+        atr = atr(index, atrP);
+        if (upTrend)
+            atrts = price - fac * atr;
+            if (atrts lessThan prevA) atrts = prevA;
+        endIf
+        if (dnTrend)
+            atrts = price + fac * atr;
+            if (atrts moreThan prevA) atrts = prevA;
+        endIf
+        Plot: atrts[index+1];
+        //Signals
+        sell = false, buy = false;
+        if (atrts != 0)
+            if (longP AND upTrend)
+                sell = price lessThan atrts;   //sell to exit
+                buy = prevP lessThan atrts AND price moreThan atrts AND showE;  //buy (enter)
+            endIf
+            if (shortP AND dnTrend)
+                sell = prevP moreThan atrts AND price lessThan atrts  AND showE;   //sell short (enter)
+                buy = price moreThan atrts;  //buy to cover
+            endIf
+        endIf
+
+    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
+        factor (int): the multiplyer. Default: 3
+        mamode (str): See ```help(ta.ma)```. Default: 'rma'
+        talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib
+        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.
+    """
+    # Validate
+    length = int(length) if length and length > 0 else 21
+    factor = int(factor) if factor and factor > 0 else 3
+    mamode = mamode.lower() if mamode and isinstance(mamode, str) else "rma"
+    high = verify_series(high, length)
+    low = verify_series(low, length)
+    close = verify_series(close, length)
+    drift = get_drift(drift)
+    offset = get_offset(offset)
+    mode_tal = bool(talib) if isinstance(talib, bool) else True
+
+    if high is None or low is None or close is None: return
+
+    # Calculate - start
+    atr_ = atr(high=high, low=low, close=close, length=length)
+    ma_ = ma(mamode, close, length=length*3)
+    upTrend = close > ma_
+    dnTrend = close <= ma_
+    prevP = close.shift(1)
+
+    func_p = partial(calculateFunc, factor=factor)
+    atrts_ = [func_p(a,b,c,d) for a,b,c,d in zip(upTrend, dnTrend, prevP, atr_)]
+    atrts_ = Series(atrts_, index=close.index)
+
+    #prevA = atrts_.shift(1)
+    #atrts = [tailingStopFunc(a,b,c,d) for a,b,c,d in zip(upTrend, dnTrend, prevA, atrts_)]
+
+    #atrts = Series(atrts, index=close.index)
+    atrts = atrts_.shift(-1)
+    # Calculate - end
+
+    percentage = kwargs.pop("percent", False)
+    if percentage:
+        atrts *= 100 / close
+
+    # Offset
+    if offset != 0:
+        atrts = atrts.shift(offset)
+
+    # Handle fills
+    if "fillna" in kwargs:
+        atrts.fillna(kwargs["fillna"], inplace=True)
+    if "fill_method" in kwargs:
+        atrts.fillna(method=kwargs["fill_method"], inplace=True)
+
+    # Name and Categorize it
+    atrts.name = f"ATRTS{mamode[0]}_{length}{'p' if percentage else ''}"
+    atrts.category = "volatility"
+
+    return atrts
\ No newline at end of file