'iMddlmZmZmZmZddlmZmZmZm Z GddeZ GddeZ Gdd eZ Gd d eZ y ) )absolute_importdivisionprint_functionunicode_literals) IndicatorMaxMinMovAvc&eZdZdZdZfdZxZS)TrueHighaQ Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* for the ATR Records the "true high" which is the maximum of today's high and yesterday's close Formula: - truehigh = max(high, close_prev) See: - http://en.wikipedia.org/wiki/Average_true_range )truehighct|jj|jjd|j_t t|#yN) r datahighcloselinesrsuperr __init__self __class__s W/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/indicators/atr.pyrzTrueHigh.__init__+s8!$))..$))//"2EF  h&(__name__ __module__ __qualname____doc__rr __classcell__rs@rr r s  E))rr c&eZdZdZdZfdZxZS)TrueLowaM Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* for the ATR Records the "true low" which is the minimum of today's low and yesterday's close Formula: - truelow = min(low, close_prev) See: - http://en.wikipedia.org/wiki/Average_true_range )truelowct|jj|jjd|j_t t|#yr) r rlowrrr&rr%rrs rrzTrueLow.__init__@s8  0CD  gt%'rrr#s@rr%r%0s  E((rr%c*eZdZdZdZdZfdZxZS) TrueRangea Defined by J. Welles Wilder, Jr. in 1978 in his book New Concepts in Technical Trading Systems. Formula: - max(high - low, abs(high - prev_close), abs(prev_close - low) which can be simplified to - max(high, prev_close) - min(low, prev_close) See: - http://en.wikipedia.org/wiki/Average_true_range The idea is to take the previous close into account to calculate the range if it yields a larger range than the daily range (High - Low) )TR)trct|jt|jz |j_t t |y)N)r rr%rr,rr*rrs rrzTrueRange.__init__[s2 +gdii.@@  i')r)rrr r!aliasrrr"r#s@rr*r*Es" E E**rr*cPeZdZdZdZdZddejffZdZ fdZ xZ S)AverageTrueRangea{ Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. The idea is to take the close into account to calculate the range if it yields a larger range than the daily range (High - Low) Formula: - SmoothedMovingAverage(TrueRange, period) See: - http://en.wikipedia.org/wiki/Average_true_range )ATR)atr)periodmovavc|jjg}||jjg|jjdzz }|S)Nr5)pr3r5 notdefault)rplabelss r _plotlabelzAverageTrueRange._plotlabelss>66==/DFFLL>DFF$5$5g$>>>rc|jjt|j|jj|j _tt|'y)N)r3) r7r5r+rr3rr2rr0rrs rrzAverageTrueRange.__init__xs=bmDFFMMJ  .0r) rrr r!r.rr Smoothedparamsr:rr"r#s@rr0r0`s6  E Ew7 8F 11rr0N) __future__rrrrrr r r r r%r*r0rrrAsG***)()y)*(i(** *61y1r