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Normalized Average True Range (NATR)

Classic volatility atr normalization classic

A normalized version of ATR that represents volatility as a percentage of price.

Usage

Use to compare volatility across different securities with varying price levels. NATR allows for normalized risk assessment and position sizing.

Background

Normalized ATR (NATR) was developed to allow traders to compare the volatility of high-priced stocks with low-priced stocks. By dividing the ATR by the closing price and multiplying by 100, the result is a percentage that can be used consistently across all assets. — TA-Lib Documentation

Parameters

  • timeperiod (default: 14): Smoothing period

Formula

[ NATR = \frac{ATR(n)}{Close} \times 100 ]

Source