Average True Range

Average True Range (ATR) is a technical indicator for measuring the volatility of an asset. It does not provide an indication of the price trend, but of the degree of the price volatility. It is typically based on 14 periods, and could be calculated intra daily, daily, weekly or monthly basis. Stocks having high volatility will have a higher ATR, while low volatility stocks will have a lower ATR.

FinancialChart also enables you to fetch the calculated ATR values at run-time using GetValues() method. This can help in creating alerts in application or maintaining logs while working with dynamic data

The following code snippet creates an instance of the ATR class to use Average True Indicator. Also, the sample uses a class DataService.cs to get data for the financial chart.

DataService.vb
DataService.cs

DataService.vb

Public Class DataService
    Private _companies As New List(Of Company)()
    Private _cache As New Dictionary(Of String, List(Of Quote))()

    Private Sub New()
        _companies.Add(New Company() With {
            .Symbol = "box",
            .Name = "Box Inc"
        })
        _companies.Add(New Company() With {
            .Symbol = "fb",
            .Name = "Facebook"
        })
    End Sub

    Public Function GetCompanies() As List(Of Company)
        Return _companies
    End Function

    Public Function GetSymbolData(symbol As String) As List(Of Quote)
        If Not _cache.Keys.Contains(symbol) Then
            Dim path As String = String.Format("FinancialChartExplorer.{0}.json", symbol)
            Dim asm As Assembly = Me.[GetType]().GetTypeInfo().Assembly
            Dim stream As Stream = asm.GetManifestResourceStream(path)
            Dim ser As New DataContractJsonSerializer(GetType(Quote()))
            Dim data As Quote() = CType(ser.ReadObject(stream), Quote())
            Dim dataList As List(Of Quote) = data.ToList()
            If IsWindowsPhoneDevice() Then
                dataList = dataList.Take(20).ToList()
            End If
            _cache.Add(symbol, dataList)
        End If

        Return _cache(symbol)
    End Function

    Function IsWindowsPhoneDevice() As Boolean
        If Windows.Foundation.Metadata.ApiInformation.IsTypePresent("Windows.Phone.UI.Input.HardwareButtons") Then
            Return True
        End If
        Return False
    End Function

    Shared _ds As DataService
    Public Shared Function GetService() As DataService
        If _ds Is Nothing Then
            _ds = New DataService()
        End If
        Return _ds
    End Function
End Class

Public Class Quote
    Public Property [date]() As String
    Public Property high() As Double
    Public Property low() As Double
    Public Property open() As Double
    Public Property close() As Double
    Public Property volume() As Double
End Class

Public Class Company
    Public Property Symbol() As String
    Public Property Name() As String
End Class

DataService.cs

public class DataService
{
    List<Company> _companies = new List<Company>();
    Dictionary<string, List<Quote>> _cache = new Dictionary<string, List<Quote>>();

    private DataService()
    {
        _companies.Add(new Company() { Symbol = "box", Name = "Box Inc" });
        _companies.Add(new Company() { Symbol = "fb", Name = "Facebook" });
    }

    public List<Company> GetCompanies()
    {
        return _companies;
    }

    public List<Quote> GetSymbolData(string symbol)
    {
        if (!_cache.Keys.Contains(symbol))
        {
            string path = string.Format("FinancialChartExplorer.Resources.{0}.json", symbol);
            Assembly asm = this.GetType().GetTypeInfo().Assembly;
            var stream = asm.GetManifestResourceStream(path);
            var ser = new DataContractJsonSerializer(typeof(Quote[]));
            var data = (Quote[])ser.ReadObject(stream);
            var dataList = data.ToList();
            if (IsWindowsPhoneDevice())
            {
                dataList = dataList.Take(20).ToList();
            }
            _cache.Add(symbol, dataList);
        }

        return _cache[symbol];
    }

    bool IsWindowsPhoneDevice()
    {
        if (Windows.Foundation.Metadata.ApiInformation.IsTypePresent("Windows.Phone.UI.Input.HardwareButtons"))
        {
            return true;
        }
        return false;
    }

    static DataService _ds;
    public static DataService GetService()
    {
        if (_ds == null)
            _ds = new DataService();
        return _ds;
    }
}

public class Quote
{
    public string date { get; set; }
    public double high { get; set; }
    public double low { get; set; }
    public double open { get; set; }
    public double close { get; set; }
    public double volume { get; set; }
}

public class Company
{
    public string Symbol { get; set; }
    public string Name { get; set; }
}

Visual Basic
C#

Visual Basic

Partial Public Class Indicators
    Inherits Page
    Private dataService As DataService = dataService.GetService()
    Private atr As New ATR() With {
        .SeriesName = "ATR"
    }

    Public Sub New()
        InitializeComponent()
    End Sub

    Public ReadOnly Property Data() As List(Of Quote)
        Get
            Return dataService.GetSymbolData("box")
        End Get
    End Property

    Public ReadOnly Property IndicatorType() As List(Of String)
        Get
            Return New List(Of String)() From {
                "Average True Range"
            }
        End Get
    End Property

    Sub OnIndicatorsLoaded(sender As Object, e As RoutedEventArgs) Handles Me.Loaded
        cbIndicatorType.SelectedIndex = 0
        Me.cbPeriod.Value = atr.Period
    End Sub

    Sub OnIndicatorTypeSelectionChanged(sender As Object, e As SelectionChangedEventArgs)
        Dim ser As FinancialSeries = Nothing
        If cbIndicatorType.SelectedIndex = 0 Then
            ser = atr

            If ser IsNot Nothing AndAlso Not indicatorChart.Series.Contains(ser) Then
                indicatorChart.BeginUpdate()
                indicatorChart.Series.Clear()
                indicatorChart.Series.Add(ser)
                indicatorChart.EndUpdate()
            End If
    End Sub

    Sub OnCbPeriodValueChanged(sender As Object, e As PropertyChangedEventArgs(Of Double))
        atr.Period = 14
    End Sub

    Sub OnFinancialChartRendered(sender As Object, e As RenderEventArgs)
        If indicatorChart IsNot Nothing Then
            indicatorChart.AxisX.Min = (CType(financialChart.AxisX, IAxis)).GetMin()
            indicatorChart.AxisX.Max = (CType(financialChart.AxisX, IAxis)).GetMax()
        End If
    End Sub
End Class

public partial class Indicators : Page
{
    DataService dataService = DataService.GetService();
    ATR atr = new ATR() { SeriesName = "ATR" };

    public Indicators()
    {
        InitializeComponent();
    }

    public List<Quote> Data
    {
        get
        {
            return dataService.GetSymbolData("box");
        }
    }

    public List<string> IndicatorType
    {
        get
        {
            return new List<string>()
            {
                "Average True Range",
            };
        }
    }

    void OnIndicatorTypeSelectionChanged(object sender, SelectionChangedEventArgs e)
    {
        FinancialSeries ser = null;
        if (cbIndicatorType.SelectedIndex == 0)
            ser = atr;

        if (ser != null && !indicatorChart.Series.Contains(ser))
        {
            indicatorChart.BeginUpdate();
            indicatorChart.Series.Clear();
            indicatorChart.Series.Add(ser);
            indicatorChart.EndUpdate();
        }
    }

    void OnCbPeriodValueChanged(object sender, PropertyChangedEventArgs<double> e)
    {
        atr.Period = 14;
    }

    void OnFinancialChartRendered(object sender, RenderEventArgs e)
    {
        if (indicatorChart != null)
        {
            indicatorChart.AxisX.Min = ((IAxis)financialChart.AxisX).GetMin();
            indicatorChart.AxisX.Max = ((IAxis)financialChart.AxisX).GetMax();
        }
    }
}