Implement Normalized Average True Range (NATR) and Average Normalized True Range (ANTR)

[femtotrader]

Hello,

Normalized Average True Range (NATR) is an other interesting technical indicator we don't have here

See

• Tulip Indicators (C)
  • doc: https://tulipindicators.org/natr
  • implementation: https://github.com/TulipCharts/tulipindicators/blob/master/indicators/natr.c
• QuantConnect Lean (C#)
  • doc: https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/normalized-average-true-range
  • implementation: https://github.com/QuantConnect/Lean/blob/master/Indicators/NormalizedAverageTrueRange.cs

Kind regards

PS: there is also ANTR ie Average Normalized True Range https://www.macroption.com/normalized-atr/

[femtotrader]

Thanks @nardew

[femtotrader]

One weakness of this implementation is that it uses ATR with defaut MA (if I read it correctly I think it can't be customized)