Average True Range.

    Formula:
    ATRt = ATRt-1 * (n - 1) + TRt / n

def average_true_range(close_data, period):
    """
    Average True Range.

    Formula:
    ATRt = ATRt-1 * (n - 1) + TRt / n
    """
    tr = true_range(close_data, period)
    atr = smoothed_moving_average(tr, period)
    atr[0:period-1] = tr[0:period-1]
    return atr