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lib/volatility/natr/Natr.md
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# NATR: Normalized Average True Range
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volatility |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `period` (default 14) |
| **Outputs** | Single series (Natr) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
### TL;DR
- NATR normalizes the Average True Range (ATR) as a percentage of the closing price.
- Parameterized by `period` (default 14).
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The same volatility reads different on different price scales. NATR speaks the universal language of percentages."
NATR normalizes the Average True Range (ATR) as a percentage of the closing price. This is mathematically identical to ATRP (Average True Range Percent)—both compute `(ATR / Close) × 100`. The difference is purely nomenclature: NATR is the term used in TA-Lib and many charting platforms.
@@ -194,4 +211,4 @@ Ensures equal percentage risk per position regardless of asset price.
- Wilder, J.W. (1978). *New Concepts in Technical Trading Systems*. Trend Research.
- TA-Lib documentation: NATR function specification
- TradingView PineScript: `ta.natr()` implementation
- TradingView PineScript: `ta.natr()` implementation