How To Make An Average True Range (ATR) Trading Strategy In Python (Backtest, Performance, Setup, and Code)
Traders use a wide range of indicators when trading. Among the most popular are the momentum and mean-reversion indicators, but there also exist indicators that measure volatility, such as the average true range. Let’s make an average true range (ATR) trading strategy in Python. The Average True Range (ATR) is a volatility indicator that, unlike other…