Volatility Indicators

atr(hlc::Matrix{T}; n::Int64=14)::Array{T}

Average true range (uses exponential moving average)

bbands(x::Array{T}; n::Int64=10, sigma::T=2.0)::Matrix{T}

Bollinger bands (moving average with standard deviation bands)

Output

• Column 1: lower band
• Column 2: middle band
• Column 3: upper band

keltner(hlc::Matrix{T}; nema::Int64=20, natr::Int64=10, mult::Int64=2)::Matrix{T}

Keltner bands

Output Column 1: lower band Column 2: middle band Column 3: upper band

tr(hlc::Matrix{T})::Array{T}

True range