Volatility Indicators¶

Average True Range (ATR)¶

fast_ta.volatility.ATR(high : np.array, low : np.array, close : np.array, n : int = 14) → np.array¶

Compute the Average True Range (ATR) Indicator.

Parameters:	high (np.array) – High Time Series low (np.array) – Low Time Series close (np.array) – Close Time Series n (int) – Period
Returns:	Average True Range (ATR) Indicator
Return type:	np.array

Bollinger Bands (BOL)¶

fast_ta.volatility.BOL(close : np.array, n : int = 20, ndev : float = 2.0) → np.array¶

Compute the Bollinger Bands (BOL) Indicator.

Parameters:	close (np.array) – Close Time Series n (int) – Period ndev (int) – Standard Deviation Factor
Returns:	Bollinger Bands (BOL) Indicator
Return type:	np.array

Donchian Channel (DC)¶

fast_ta.volatility.DC(high : np.array, low : np.array, n : int = 14) → np.array¶

Compute the Donchian Channel (DC) Indicator.

Parameters:	high (np.array) – High Time Series low (np.array) – Low Time Series n (int) – Period
Returns:	Lower, Middle, and Upper Donchian Channel (DC) Indicators
Return type:	np.array

Keltner Channel (KC)¶

fast_ta.volatility.KC(high : np.array, low : np.array, close : np.array, n1 : int = 14, n2 : int = 10, num_channels : int = 1) → np.array¶

Compute the Keltner Channel (KC) Indicator.

Parameters:	high (np.array) – High Time Series low (np.array) – Low Time Series close (np.array) – Close Time Series n1 (int) – EMA Period n2 (int) – ATR Period num_channels (int) – Number of Bands In Each Direction Around EMA
Returns:	Keltner Channel (KC) Indicator Lines
Return type:	np.array