atr module¶

Module with ATR.

ATR class¶

ATR(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    **kwargs
)

Average True Range (ATR).

The indicator provide an indication of the degree of price volatility. Strong moves, in either direction, are often accompanied by large ranges, or large True Ranges.

See Average True Range - ATR.

Superclasses

• Analyzable
• AttrResolverMixin
• Cacheable
• Chainable
• Comparable
• Configured
• ExtPandasIndexer
• HasSettings
• IndexApplier
• IndexingBase
• IndicatorBase
• Itemable
• PandasIndexer
• Paramable
• Pickleable
• PlotsBuilderMixin
• Prettified
• StatsBuilderMixin
• Wrapping
• vectorbtpro.indicators.custom.atr.ParamIndexer

Inherited members

• AttrResolverMixin.deep_getattr()
• AttrResolverMixin.post_resolve_attr()
• AttrResolverMixin.pre_resolve_attr()
• AttrResolverMixin.resolve_attr()
• AttrResolverMixin.resolve_shortcut_attr()
• Cacheable.get_ca_setup()
• Chainable.pipe()
• Configured.copy()
• Configured.equals()
• Configured.get_writeable_attrs()
• Configured.prettify()
• Configured.replace()
• Configured.resolve_merge_kwargs()
• Configured.update_config()
• HasSettings.get_path_setting()
• HasSettings.get_path_settings()
• HasSettings.get_setting()
• HasSettings.get_settings()
• HasSettings.has_path_setting()
• HasSettings.has_path_settings()
• HasSettings.has_setting()
• HasSettings.has_settings()
• HasSettings.reset_settings()
• HasSettings.resolve_setting()
• HasSettings.resolve_settings_paths()
• HasSettings.set_settings()
• IndexApplier.add_levels()
• IndexApplier.drop_duplicate_levels()
• IndexApplier.drop_levels()
• IndexApplier.drop_redundant_levels()
• IndexApplier.select_levels()
• IndexingBase.indexing_setter_func()
• IndicatorBase.cls_dir
• IndicatorBase.column_only_select
• IndicatorBase.column_stack()
• IndicatorBase.config
• IndicatorBase.dropna()
• IndicatorBase.group_select
• IndicatorBase.iloc
• IndicatorBase.in_output_names
• IndicatorBase.indexing_func()
• IndicatorBase.indexing_kwargs
• IndicatorBase.input_names
• IndicatorBase.items()
• IndicatorBase.lazy_output_names
• IndicatorBase.level_names
• IndicatorBase.loc
• IndicatorBase.main_output
• IndicatorBase.output_flags
• IndicatorBase.output_names
• IndicatorBase.param_names
• IndicatorBase.plots_defaults
• IndicatorBase.range_only_select
• IndicatorBase.rec_state
• IndicatorBase.rename()
• IndicatorBase.rename_levels()
• IndicatorBase.row_stack()
• IndicatorBase.run_pipeline()
• IndicatorBase.self_aliases
• IndicatorBase.short_name
• IndicatorBase.stats_defaults
• IndicatorBase.to_dict()
• IndicatorBase.to_frame()
• IndicatorBase.unpack()
• IndicatorBase.wrapper
• IndicatorBase.xloc
• PandasIndexer.xs()
• Pickleable.decode_config()
• Pickleable.decode_config_node()
• Pickleable.dumps()
• Pickleable.encode_config()
• Pickleable.encode_config_node()
• Pickleable.file_exists()
• Pickleable.getsize()
• Pickleable.load()
• Pickleable.loads()
• Pickleable.modify_state()
• Pickleable.resolve_file_path()
• Pickleable.save()
• PlotsBuilderMixin.build_subplots_doc()
• PlotsBuilderMixin.override_subplots_doc()
• PlotsBuilderMixin.plots()
• StatsBuilderMixin.build_metrics_doc()
• StatsBuilderMixin.override_metrics_doc()
• StatsBuilderMixin.stats()
• Wrapping.apply_to_index()
• Wrapping.as_param()
• Wrapping.regroup()
• Wrapping.resample()
• Wrapping.resolve_column_stack_kwargs()
• Wrapping.resolve_row_stack_kwargs()
• Wrapping.resolve_self()
• Wrapping.resolve_stack_kwargs()
• Wrapping.select_col()
• Wrapping.select_col_from_obj()
• Wrapping.split()
• Wrapping.split_apply()

Subclasses

• vectorbtpro.indicators.custom.atr._ATR

apply_func method¶

ATR.apply_func(
    high,
    low,
    close,
    window=14,
    wtype=3,
    minp=None,
    adjust=False
)

2-dim version of atr_1d_nb.

atr property¶

Output array.

atr_above method¶

ATR.atr_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is above other.

See combine_objs().

atr_below method¶

ATR.atr_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is below other.

See combine_objs().

atr_crossed_above method¶

ATR.atr_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is crossed_above other.

See combine_objs().

atr_crossed_below method¶

ATR.atr_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is crossed_below other.

See combine_objs().

atr_equal method¶

ATR.atr_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where atr is equal other.

See combine_objs().

atr_stats method¶

ATR.atr_stats(
    *args,
    **kwargs
)

Stats of atr as generic.

cache_func class variable¶

close property¶

Input array.

close_above method¶

ATR.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method¶

ATR.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method¶

ATR.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method¶

ATR.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method¶

ATR.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method¶

ATR.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method¶

IndicatorFactory.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

high property¶

Input array.

high_above method¶

ATR.high_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is above other.

See combine_objs().

high_below method¶

ATR.high_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is below other.

See combine_objs().

high_crossed_above method¶

ATR.high_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_above other.

See combine_objs().

high_crossed_below method¶

ATR.high_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is crossed_below other.

See combine_objs().

high_equal method¶

ATR.high_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where high is equal other.

See combine_objs().

high_stats method¶

ATR.high_stats(
    *args,
    **kwargs
)

Stats of high as generic.

low property¶

Input array.

low_above method¶

ATR.low_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is above other.

See combine_objs().

low_below method¶

ATR.low_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is below other.

See combine_objs().

low_crossed_above method¶

ATR.low_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_above other.

See combine_objs().

low_crossed_below method¶

ATR.low_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is crossed_below other.

See combine_objs().

low_equal method¶

ATR.low_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where low is equal other.

See combine_objs().

low_stats method¶

ATR.low_stats(
    *args,
    **kwargs
)

Stats of low as generic.

param_select_func_nb method¶

ATR.param_select_func_nb(
    i,
    args_before,
    high,
    low,
    close,
    window,
    wtype,
    *args
)

plot method¶

_ATR.plot(
    column=None,
    tr_trace_kwargs=None,
    atr_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot ATR.tr and ATR.atr.

Args

column : str

Name of the column to plot.

tr_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for ATR.tr.

atr_trace_kwargs : dict

Keyword arguments passed to plotly.graph_objects.Scatter for ATR.atr.

add_trace_kwargs : dict

Keyword arguments passed to fig.add_trace when adding each trace.

fig : Figure or FigureWidget

Figure to add traces to.

**layout_kwargs

Keyword arguments passed to fig.update_layout.

Usage

>>> vbt.ATR.run(ohlcv['High'], ohlcv['Low'], ohlcv['Close']).plot().show()

run class method¶

ATR.run(
    high,
    low,
    close,
    window=Default(value=14),
    wtype=Default(value='wilder'),
    short_name='atr',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run ATR indicator.

• Inputs: high, low, close
• Parameters: window, wtype
• Outputs: tr, atr

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

run_combs class method¶

ATR.run_combs(
    high,
    low,
    close,
    window=Default(value=14),
    wtype=Default(value='wilder'),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple ATR indicators using function comb_func.

• Inputs: high, low, close
• Parameters: window, wtype
• Outputs: tr, atr

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to ATR.run().

tr property¶

Output array.

tr_above method¶

ATR.tr_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is above other.

See combine_objs().

tr_below method¶

ATR.tr_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is below other.

See combine_objs().

tr_crossed_above method¶

ATR.tr_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is crossed_above other.

See combine_objs().

tr_crossed_below method¶

ATR.tr_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is crossed_below other.

See combine_objs().

tr_equal method¶

ATR.tr_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where tr is equal other.

See combine_objs().

tr_stats method¶

ATR.tr_stats(
    *args,
    **kwargs
)

Stats of tr as generic.

window_list property¶

List of window values.

wtype_list property¶

List of wtype values.