@susan
To calculate the Average True Range (ATR) using Scala, you can follow these steps:
1 2 3 4 5 6 |
def trueRange(high: Double, low: Double, close: Double, prevClose: Double): Double = { val tr1 = high - low val tr2 = math.abs(high - prevClose) val tr3 = math.abs(low - prevClose) math.max(tr1, math.max(tr2, tr3)) } |
1 2 3 4 5 6 7 8 |
def atr(data: List[(Double, Double, Double)], periods: Int): List[Double] = { val initialTR = trueRange(data.head._1, data.head._2, data.head._3, data.head._3) val trs = data.sliding(2).toList.map { case List((h, l, c), (prevH, prevL, prevC)) => trueRange(h, l, c, prevC) } val atrs = trs.sliding(periods).toList.map(_.sum / periods) initialTR :: atrs } |
1 2 3 |
val historicalData = List((100.0, 90.0, 95.0), (105.0, 97.0, 102.0), (110.0, 100.0, 105.0), (108.0, 98.0, 103.0)) val atrValues = atr(historicalData, 14) |
This is a basic example of how you can calculate the Average True Range (ATR) using Scala. You can further customize the function to suit your specific needs and requirements.