Average True Range

Calculate the ATR of giving values.

Instalation

composer require romulodl/atr

or add romulodl/atr to your composer.json. Please check the latest version in releases.

Usage

$atr = new Romulodl\Atr();
$atr->calculate(array $hlc_values, int $period = 14);
//returns a float value

$hlc_values is an array of arrays containing 3 prices: [High, Low, Close]

Example of use:

$atr = new Romulodl\Atr();
$atr->calculate([
  [9950.00,9250.66,9786.80],
  [9843.50,9100.00,9310.73],
  [9585.00,9210.03,9374.99],
  [9880.00,9317.16,9678.57],
  [9958.67,9450.00,9731.10],
  [9900.00,9462.00,9773.64],
  [9838.00,9281.42,9508.11],
  [9573.00,8812.20,9060.00],
  [9259.38,8920.00,9166.40],
  [9300.00,9076.90,9176.41],
  [9294.44,8674.00,8711.37],
  [8977.00,8623.38,8895.65],
  [9011.82,8693.18,8837.05],
  [9230.00,8811.00,9197.32],
]);

Why did you do this?

The PECL Trading extension is crap and not everyone wants to install it. I am building a trading bot which will need the ATR value as part of the calculation.