natr

API documentation for pandas_ta.volatility.natr Python function.

natr(high, low, close, length=None, scalar=None, mamode=None, talib=None, drift=None, offset=None, **kwargs)

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