#82 ATR results are wrong


ATR calculations are exactly double the right result (compared to other TA software)


  • Mario Fortier

    Mario Fortier - 2008-08-28

    Logged In: YES
    Originator: NO

    The ATR functions is implemented as documented by its inventor in the following reference:

    New Concepts in Technical Trading Systems
    by J. Welles Wilder; Trend Research. ISBN:0894590278

    The TA-Lib ATR function has been tested against the examples published in that book. The application ta_regtest included in the C/C++ packages verifies that the algo continue to work as expected (by comparing the result with known value).

    Granted you did observed a difference with another software, but how did you establish that TA-Lib is the wrong one?

    If convinced that TA-Lib results are incorrect, please provide the following information:
    - TA-Lib version used.
    - OS and Language interface used.
    - The input values and parameter used.
    - Values returned by the application you use as reference.


  • Mario Fortier

    Mario Fortier - 2008-10-29

    Insufficient information provided. TA-Lib assumed to be correct.

  • Mario Fortier

    Mario Fortier - 2008-10-29
    • status: open --> open-fixed
  • Mario Fortier

    Mario Fortier - 2008-10-29
    • assigned_to: nobody --> fortier
    • status: open-fixed --> closed-fixed
  • Mario Fortier

    Mario Fortier - 2008-10-29
    • status: closed-fixed --> closed-works-for-me

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