Math::Business::ATR - Technical Analysis: Average True Range
use Math::Business::ATR; my $atr = new Math::Business::ATR; $atr->set_days(14); # alternatively/equivilently my $atr = new Math::Business::ATR(14); # or to just get the recommended model ... (14) my $atr = Math::Business::ATR->recommended; my @data_points = ( [ 5, 3, 4 ], # high, low, close [ 6, 4, 5 ], [ 5, 4, 4.5 ], ); # choose one: $atr->insert( @data_points ); $atr->insert( $_ ) for @data_points; my $atr = $atr->query; if( defined( my $q = $atr->query ) ) { print "ATR: $q.\n"; } else { print "ATR: n/a.\n"; }
The ATR was designed by J. Welles Wilder Jr circa 1978.
The ATR is meant to be a measure of the volatility of the stock price. It does not provide any indication of the direction of the moves, only how erratic the moves may be.
Wilder felt that large ranges meant traders are willing to continue bidding up (or selling down) a stock.
Paul Miller <jettero@cpan.org>
<jettero@cpan.org>
I am using this software in my own projects... If you find bugs, please please please let me know. There is a mailing list with very light traffic that you might want to join: http://groups.google.com/group/stockmonkey/.
Copyright © 2013 Paul Miller
This is released under the Artistic License. See perlartistic.
perl(1), Math::Business::StockMonkey, Math::Business::StockMonkey::FAQ, Math::Business::StockMonkey::CookBook
http://fxtrade.oanda.com/learn/graphs/indicators/atr.shtml
To install Math::Business::DMI, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Math::Business::DMI
CPAN shell
perl -MCPAN -e shell install Math::Business::DMI
For more information on module installation, please visit the detailed CPAN module installation guide.