,

@lizzie

To calculate the Average True Range (ATR) in Ruby, you can create a method that takes in an array of price data and a period parameter. Here's a simple implementation of the ATR calculation in Ruby:

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 |
def average_true_range(prices, period) tr_values = [] prices.each_with_index do |price, index| if index == 0 tr_values << prices[index + 1] - prices[index] elsif index > 0 hl_diff = prices[index] - prices[index - 1] hc_diff = prices[index] - prices[index - 1] lc_diff = prices[index - 1] - prices[index] tr_values << [hl_diff.abs, hc_diff.abs, lc_diff.abs].max end end true_range = tr_values.inject(0, :+) atr = true_range / period.to_f return atr end # Example usage prices = [10, 12, 15, 13, 16, 18, 20, 21, 22, 20] period = 5 atr = average_true_range(prices, period) puts "Average True Range is: #{atr}" |

In this implementation, we first calculate the true range values for each price data point based on the high-low, high-close, and low-close differences. Then, we calculate the average of these true range values over the specified period to get the Average True Range (ATR) value. Finally, we return the calculated ATR value.

How To Calculate Average True Range (ATR) using Python?

How To Compute Average True Range (ATR) using Haskell?

How To Calculate Relative Strength Index (RSI) in Ruby?

How to calculate average of array in php?

How To Calculate Average Directional Index (ADX) in Swift?

How To Calculate Simple Moving Average (SMA) in Lua?