Files
pandas-ta/pandas_ta/volatility/natr.py
T
2019-05-19 14:26:34 -07:00

65 lines
1.8 KiB
Python

# -*- coding: utf-8 -*-
from .atr import atr
from ..utils import get_drift, get_offset, verify_series
def natr(high, low, close, length=None, mamode=None, drift=None, offset=None, **kwargs):
"""Indicator: Normalized Average True Range (NATR)"""
# 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'
drift = get_drift(drift)
offset = get_offset(offset)
# Calculate Result
natr = (100 / close) * atr(high=high, low=low, close=close, length=length, mamode=mamode, drift=drift, offset=offset, **kwargs)
# Offset
if offset != 0:
natr = natr.shift(offset)
# Handle fills
if 'fillna' in kwargs:
natr.fillna(kwargs['fillna'], inplace=True)
if 'fill_method' in kwargs:
natr.fillna(method=kwargs['fill_method'], inplace=True)
# Name and Categorize it
natr.name = f"NATR_{length}"
natr.category = 'volatility'
return natr
natr.__doc__ = \
"""Normalized Average True Range (NATR)
Normalized Average True Range attempt to normalize the average
true range.
Sources:
https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/normalized-average-true-range-natr/
Calculation:
Default Inputs:
length=20
ATR = Average True Range
NATR = (100 / close) * ATR(high, low, 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): The short period. Default: 20
offset (int): How many periods to offset the result. Default: 0
Kwargs:
fillna (value, optional): pd.DataFrame.fillna(value)
fill_method (value, optional): Type of fill method
Returns:
pd.Series: New feature
"""