Average True Range

Problem

Compute the average true range from high, low, and close lists. For each t >= 1 the true range is the maximum of high[t] - low[t], abs(high[t] - close[t-1]), and abs(low[t] - close[t-1]); return the mean of those true ranges.

Return 0.0 when fewer than two bars are given.

Hint

Gaps make the true range larger than the simple high-minus-low bar range.

Test cases

case 1

in: [[10,12,13],[8,9,10],[9,11,12]]

expected: 3

case 2

in: [[5,6,7,8],[3,4,5,6],[4,5,6,7]]

expected: 2

case 3

in: [[5,6],[4,5],[5,6]]

expected: 1

case 4

in: [[5],[4],[5]]

expected: 0

Starter codePython

def average_true_range(highs, lows, closes):
    # Your code here
    pass

4 test cases · run your code against them in the editor