By Islam BarakaDefinitions
In plain terms
It translates the abstract decay factor into an intuitive persistence horizon.
Technical
For decay factor lambda between zero and one, half-life equals log(0.5) divided by log(lambda); it is approximately 9.35 updates when n equals 14.
Scope
Half-life is not a finite expiry point because some geometric weight remains afterward.
Formula
ATR half-life = log(0.5) / log((n - 1) / n)h_{1/2}=\frac{\log(0.5)}{\log((n-1)/n)}| Symbol | Meaning | Unit |
|---|---|---|
n | ATR period | bars |
h_{1/2} | ATR state half-life | updates |
Output unit: updates
Examples
- A reviewer traces ATR Half-Life from aligned inputs through its first-ready row and edge cases before accepting a displayed value.
Common misconceptions
- Half-life is not a finite expiry point because some geometric weight remains afterward.
Concept relationships
Prerequisites
Where this concept is used
Tutorials planned
These catalogued topics use this concept, but their complete build has not shipped yet.
- D07-F04-A02 Important
Evidence and governance
- Average True Range TA-Lib · first party technical publication
Supports: preferred label, short definition, technical definition, formula
Limits: Seed, smoothing convention, lookback, and missing-bar handling must be declared for reproducible use.
- TA-Lib Average True Range Reference Implementation TA-Lib · first party technical publication
Supports: preferred label, short definition, technical definition, formula
Limits: TA-Lib readiness follows its own unavailable-first-TR convention and therefore differs from the local alignment.
- Reviewed by
- fintech-builder-batch-009
- Last reviewed
- 2026-07-30
- Next review
- 2027-07-30
- Record status
- published