NAME
Math::Business::ATR - Technical Analysis: Average True Range
SYNOPSIS
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";
}RESEARCHER
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.
AUTHOR
Paul Miller <jettero@cpan.org>
I am using this software in my own projects... If you find bugs, please please please let me know.
I normally hang out on #perl on freenode, so you can try to get immediate gratification there if you like. irc://irc.freenode.net/perl
There is also a mailing list with very light traffic that you might want to join: http://groups.google.com/group/stockmonkey/.
COPYRIGHT
Copyright (c) 2010 Paul Miller
LICENSE
This module is free software. You can redistribute it and/or modify it under the terms of the Artistic License 2.0.
This program is distributed in the hope that it will be useful, but without any warranty; without even the implied warranty of merchantability or fitness for a particular purpose.
[This software may have had previous licenses, of which the current maintainer is completely unaware. If this is so, it is possible the above license is incorrect or invalid.]
SEE ALSO
perl(1), Math::Business::StockMonkey, Math::Business::StockMonkey::FAQ, Math::Business::StockMonkey::CookBook