diff --git a/ta/volatility.py b/ta/volatility.py
index 3bbf57e..ec5a562 100644
--- a/ta/volatility.py
+++ b/ta/volatility.py
@@ -47,7 +47,8 @@ def _run(self):
         close_shift = self._close.shift(1)
         true_range = self._true_range(self._high, self._low, close_shift)
         atr = np.zeros(len(self._close))
-        atr[self._window - 1] = true_range[0 : self._window].mean()
+        if len(atr) >= self._window:
+            atr[self._window - 1] = true_range[0 : self._window].mean()
         for i in range(self._window, len(atr)):
             atr[i] = (atr[i - 1] * (self._window - 1) + true_range.iloc[i]) / float(
                 self._window
diff --git a/test/test_atr_short_input.py b/test/test_atr_short_input.py
new file mode 100644
index 0000000..17bd9a3
--- /dev/null
+++ b/test/test_atr_short_input.py
@@ -0,0 +1,43 @@
+import unittest
+
+import pandas as pd
+
+from ta.volatility import AverageTrueRange, average_true_range
+
+
+class TestATRShortInput(unittest.TestCase):
+    def test_short_inputs(self):
+        for size in (0, 1, 5):
+            for fillna in (False, True):
+                with self.subTest(size=size, fillna=fillna):
+                    index = pd.date_range("2021-01-01", periods=size)
+                    close = pd.Series(range(2, size + 2), index=index, dtype=float)
+                    kwargs = dict(
+                        high=close + 1,
+                        low=close - 1,
+                        close=close,
+                        window=6,
+                        fillna=fillna,
+                    )
+                    expected = pd.Series(0.0, index=index, name="atr")
+                    pd.testing.assert_series_equal(
+                        average_true_range(**kwargs), expected
+                    )
+                    pd.testing.assert_series_equal(
+                        AverageTrueRange(**kwargs).average_true_range(), expected
+                    )
+
+    def test_complete_window(self):
+        for size in (6, 7):
+            with self.subTest(size=size):
+                index = pd.date_range("2021-01-01", periods=size)
+                close = pd.Series(range(2, size + 2), index=index, dtype=float)
+                expected = pd.Series(
+                    [0.0] * 5 + [2.0] * (size - 5), index=index, name="atr"
+                )
+                result = average_true_range(close + 1, close - 1, close, window=6)
+                pd.testing.assert_series_equal(result, expected)
+
+
+if __name__ == "__main__":
+    unittest.main()