IGAverageTrueRangeIndicator Class Reference

Inherits from IGFinancialIndicator : IGFinancialSeries : IGSeries : NSObject
Declared in FinancialSeries.h


IGAverageTrueRangeIndicator is a financial indicator that measures a security’s degree of price movement or volatility within a given period of time. The indicator is not a measure of price direction or duration, but simply the amount of price movement or volatility. The Average True Range (ATR) is frequently calculated with a 14 day period using several bases, including: daily, weekly or monthly. The Average True Range is the exponential moving average of the TR values for the last 14 periods. The actual period used can vary depending on user preference.


A value that determines the period of the indicator.

@property (nonatomic) NSInteger period

Declared In