def _calculate_atr(atr_length, highs, lows, closes):
    """Calculate the average true range
    atr_length : time period to calculate over
    all_highs : list of highs
    all_lows : list of lows
    all_closes : list of closes
    """
    if atr_length < 1:
        raise ValueError("Specified atr_length may not be less than 1")
    elif atr_length >= len(closes):
        raise ValueError("Specified atr_length is larger than the length of the dataset: " + str(len(closes)))
    atr = 0
    for i in range(len(highs)-atr_length, len(highs)):
        high = highs[i]
        low = lows[i]
        close_prev = closes[i-1]
        tr = max(abs(high-low), abs(high-close_prev), abs(low-close_prev))
        atr += tr
    return atr/atr_length