# -*- coding: utf-8 -*-
from .atr import atr
from pandas_ta import Imports
from pandas_ta.utils import get_drift, get_offset, verify_series
[docs]def natr(high, low, close, length=None, scalar=None, mamode=None, talib=None, drift=None, offset=None, **kwargs):
"""Indicator: Normalized Average True Range (NATR)"""
# Validate arguments
length = int(length) if length and length > 0 else 14
mamode = mamode if isinstance(mamode, str) else "ema"
scalar = float(scalar) if scalar else 100
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 Result
if Imports["talib"] and mode_tal:
from talib import NATR
natr = NATR(high, low, close, length)
else:
natr = scalar / close
natr *= 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
scalar (float): How much to magnify. Default: 100
mamode (str): See ```help(ta.ma)```. Default: 'ema'
talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib
version. Default: True
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
"""