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ATR
essegisolutions edited this page Jan 13, 2018
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This API returns the average true range (ATR) values. The related REST API documentation is here
The very first thing to do before diving into ATR calls is to include the right namespace.
using Avapi.AvapiATR
The ATR object is retrieved from the Connection object.
The snippet below shows how to get the Connection object:
...
IAvapiConnection connection = AvapiConnection.Instance
connection.Connect("Your Alpha Vantage API Key !!!!");
...
Once you got the Connection object you can extract the ATR from it.
...
Int_ATR atr =
connection.GetQueryObject_ATR();
To perform a ATR request you have 2 options:
- The request with constants:
IAvapiResponse_ATR Query(string symbol,
ATR_interval interval,
int time_period);
- The request without constants:
IAvapiResponse_ATR QueryPrimitive(string symbol,
string interval,
string time_period);
To perform an ATR asynchronous request you have 2 options:
- The request with constants:
async Task<IAvapiResponse_ATR> QueryAsync(string symbol,
ATR_interval interval,
int time_period);
- The request without constants:
async Task<IAvapiResponse_ATR> QueryAsync(string symbol,
string interval,
string time_period);
The parameters below are needed to perform the ATR request.
- symbol: The name of the equity
- interval: The time interval between two consecutive data points in the time series.
- time_period: Number of data points used to calculate each ATR value.
Please notice that the info above are copied from the official alphavantage documentation, that you can find here.
The request with constants implies the use of different enums:
- ATR_interval
ATR_interval: The time interval between two consecutive data points in the time series.
public enum ATR_interval
{
none,
n_1min,
n_5min,
n_15min,
n_30min,
n_60min,
daily,
weekly,
monthly
}
The response of a ATR request is an object that implements the IAvapiResponse_ATR interface.
public interface IAvapiResponse_ATR
{
string RawData
{
get;
}
IAvapiResponse_ATR_Content Data
{
get;
}
}
The IAvapiResponse_ATR interface has two members: RawData and Data.
- RawData: represents the json response in string format.
- Data: It represents the parsed response in an object implementing the interface IAvapiResponse_ATR_Content.
Complete Example of a Console App: Display the result of a ATR request by using the method Query (synchronous request)
using System;
using System.IO;
using Avapi.AvapiATR;
namespace Avapi
{
public class Example
{
static void Main()
{
// Creating the connection object
IAvapiConnection connection = AvapiConnection.Instance;
// Set up the connection and pass the API_KEY provided by alphavantage.co
connection.Connect("Your Alpha Vantage API Key !!!!");
// Get the ATR query object
Int_ATR atr =
connection.GetQueryObject_ATR();
// Perform the ATR request and get the result
IAvapiResponse_ATR atrResponse =
atr.Query(
"MSFT",
Const_ATR.ATR_interval.n_1min,
10);
// Printout the results
Console.WriteLine("******** RAW DATA ATR ********");
Console.WriteLine(atrResponse.RawData);
Console.WriteLine("******** STRUCTURED DATA ATR ********");
var data = atrResponse.Data;
if (data.Error)
{
Console.WriteLine(data.ErrorMessage);
}
else
{
Console.WriteLine("Symbol: " + data.MetaData.Symbol);
Console.WriteLine("Indicator: " + data.MetaData.Indicator);
Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
Console.WriteLine("Interval: " + data.MetaData.Interval);
Console.WriteLine("TimePeriod: " + data.MetaData.TimePeriod);
Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
Console.WriteLine("========================");
Console.WriteLine("========================");
foreach (var technical in data.TechnicalIndicator)
{
Console.WriteLine("ATR: " + technical.ATR);
Console.WriteLine("DateTime: " + technical.DateTime);
Console.WriteLine("========================");
}
}
}
}
}
Complete Example of a Windows Form App: Display the result of a ATR request by using the method QueryAsync (asynchronous request)
using Avapi;
using Avapi.AvapiATR
using System;
using System.Windows.Forms;
namespace WindowsFormsApp1
{
public partial class Form1 : Form
{
private IAvapiConnection m_connection = AvapiConnection.Instance;
private Int_ATR m_atr;
private IAvapiResponse_ATR m_atrResponse;
public Form1()
{
InitializeComponent();
}
protected override void OnLoad(EventArgs e)
{
// Set up the connection and pass the API_KEY provided by alphavantage.co
m_connection.Connect("Your Alpha Vantage Key");
// Get the ATR query object
m_atr = m_connection.GetQueryObject_ATR();
base.OnLoad(e);
}
private async void ATRAsyncButton_Click(object sender, EventArgs e)
{
// Perform the ATR request and get the result
m_atrResponse =
await m_atr.QueryAsync(
"MSFT",
Const_ATR.ATR_interval.n_1min,
10);
// Show the results
resultTextBox.AppendText("******** RAW DATA ATR ********" + "\n");
resultTextBox.AppendText(m_atrResponse.RawData + "\n");
resultTextBox.AppendText("******** STRUCTURED DATA ATR ********" + "\n");
var data = m_atrResponse.Data;
if (data.Error)
{
resultTextBox.AppendText(data.ErrorMessage + "\n");
}
else
{
resultTextBox.AppendText("Symbol: " + data.MetaData.Symbol + "\n");
resultTextBox.AppendText("Indicator: " + data.MetaData.Indicator + "\n");
resultTextBox.AppendText("LastRefreshed: " + data.MetaData.LastRefreshed + "\n");
resultTextBox.AppendText("Interval: " + data.MetaData.Interval + "\n");
resultTextBox.AppendText("TimePeriod: " + data.MetaData.TimePeriod + "\n");
resultTextBox.AppendText("TimeZone: " + data.MetaData.TimeZone + "\n");
resultTextBox.AppendText("========================" + "\n");
resultTextBox.AppendText("========================" + "\n");
foreach (var technical in data.TechnicalIndicator)
{
resultTextBox.AppendText("ATR: " + technical.ATR + "\n");
resultTextBox.AppendText("DateTime: " + technical.DateTime + "\n");
resultTextBox.AppendText("========================" + "\n");
}
}
}
}
}