# True Range

`D07-F04-A01` · Technical Indicators → Volatility and Channels · archetype `series-transform` · difficulty 1/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/volatility-and-channels/true-range/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { trueRange } from "fintech-algorithms/technical-indicators/volatility-and-channels/true-range";
```

## Signature

```ts
trueRange(high, low, close)
```

The greater of today's range, the gap up from yesterday's close, and the gap down from it. Using the plain high−low range instead understates volatility on every gap.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `high` | `number[]` | yes | Per-bar high prices, chronological. |
| `low` | `number[]` | yes | Per-bar low prices, chronological. |
| `close` | `number[]` | yes | Per-bar closing prices, chronological. |

## Returns

`Record<string, (number | null)[]>` · length same-as-input

Parallel series including `true_range` and, for each bar, which of the three candidates won (`driver`) — which is what makes a surprising ATR diagnosable.

## Warm-up

The first `0` positions are `high - low`. The first bar has no prior close, so this package publishes high minus low while leaving the two previous-close gap components unavailable.

## Errors

- When the input series are not all the same length — throws RangeError

## Complexity

Time `O(n)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`high`:

```json
[101.08, 101.6243955, 102.13058177, 102.56507653, 102.90321818, 103.1320792]
```

Showing 6 of 240 elements.

`low`:

```json
[98.92, 99.39457765, 99.83203556, 100.19996391, 100.47473988, 100.64442473]
```

Showing 6 of 240 elements.

`close`:

```json
[100, 100.50948657, 100.98130867, 101.38252022, 101.68897903, 101.88825197]
```

Showing 6 of 240 elements.

### Call

```ts
trueRange(high, low, close)
```

### Returns

object with 5 fields: true_range, high_low, high_gap, low_gap, driver

```json
{
  "true_range": [
    2.1599999999999966,
    2.2298178500000034,
    2.298546210000012,
    2.365112620000005,
    2.4284782999999948,
    2.4876544700000096
  ],
  "high_low": [
    2.1599999999999966,
    2.2298178500000034,
    2.298546210000012,
    2.365112620000005,
    2.4284782999999948,
    2.4876544700000096
  ],
  "high_gap": [
    null,
    1.6243955000000057,
    1.6210951999999992,
    1.5837678599999947,
    1.5206979599999926,
    1.4431001700000081
  ],
  "low_gap": [
    null,
    0.6054223499999978,
    0.6774510100000128,
    0.7813447600000103,
    0.9077803400000022,
    1.0445543000000015
  ],
  "driver": ["high-low", "high-low", "high-low", "high-low", "high-low", "high-low"]
}
```

## Verification and provenance

Tier: **verified** (via scenario-fixture).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.1.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/volatility-and-channels/true-range/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/volatility-and-channels/true-range/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt