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v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

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Miha Kralj
2026-03-13 13:46:52 -07:00
parent e3e9555fc1
commit c75135ab14
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lib/volatility/natr/Natr.md
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@@ -13,9 +13,7 @@
| **PineScript** | [natr.pine](natr.pine) |
- 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).
- **Similar:** [ATR](../atr/atr.md), [ATRN](../atrn/atrn.md) | **Complementary:** Cross-asset comparison | **Trading note:** Normalized ATR as percentage of close.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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.
@@ -210,4 +208,4 @@ 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