Inizia

Average True Range (ATR)

Spinn ATR tableThe table contains summary data on the ATR from different timeframes and for different periods. You can view both absolute values ​​and the percentage of the average price move to the current price. This data can be used to compare the ATR on different timeframes. And, most importantly, you can compare the ATR of different coins. In addition, the last column shows the average deviation of the ATR for each of the timeframes. You can compare these values ​​on different coins to determine which ones are more volatile . Note. Using the indicator on different timeframes may give slightly different values ​​due to the difference in the stored data for these timeframes. -- В таблице собраны сводные данные по ATR с разных таймфреймов и за разные периоды. Можно просматривать как абсолютные значения, так и процентное соотношение среднего хода цены к текущей цене. Эти данные можно использовать, чтобы сравнить ATR на разных таймфреймах. И, самое главное, можно сравнивать ATR разных монет. Кроме того, в последней колонке указано среднее отклонение ATR по каждому из таймфреймов. Можно сравнивать эти значения на разных монетах, чтобы определить - какие из них более волатильны . Примечание. Использование индикатора на разных таймфреймах может давать слегка разные значения из-за разницы в хранимых данных для этих таймфреймов.
Indicatore Pine Script®
di Spinn29
1
ATR LevelsATR Levels The indicator plots levels based on the ATR indicator Initial data required for the indicator: - Open price - ATR Levels are calculated as follows: 1. Open price +100% ATR 2. Open price +50% ATR 3. Open price 4. Open price -50% ATR 5. Open price -100% ATR For visual convenience: The area between levels 1-2 and 4-5 is filled with red Zone between levels 2-4 - filled with green Уровни среднего истинного диапазона Индикатор строит уровни, основанные на индикаторе ATR (Средний истинный диапазон) Исходные данные, необходимы для индикатора: - Цена открытия - ATR (Средний истинный диапазон) Уровни рассчитываются следующим образом: 1. Цена открытия +100% ATR 2. Цена открытия +50% ATR 3. Цена открытия 4. Цена открытия -50% ATR 5. Цена открытия -100% ATR Для удобства визуального восприятия: Зона между уровнями 1-2 и 4-5 заполнена красным цветом Зона между уровнями 2-4 - заполнена зеленым цветом
Indicatore Pine Script®
di CBzeek
4
Adaptive ATR Keltner Channels [Loxx]Adaptive ATR Channels are adaptive Keltner channels. ATR is calculated using a rolling signal-to-noise ratio making this indicator flex more to changes in price volatility than the fixed Keltner Channels. What is Average True Range (ATR)? The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period.1 The true range is taken as the greatest of the following: current high less the current low; the absolute value of the current high less the previous close; and the absolute value of the current low less the previous close. The ATR is then a moving average, generally using 14 days, of the true ranges. What are Keltner Channel (ATR)? Keltner Channels are volatility-based bands that are placed on either side of an asset's price and can aid in determining the direction of a trend. The Keltner channel uses the average-true range (ATR) or volatility, with breaks above or below the top and bottom barriers signaling a continuation.
Indicatore Pine Script®
di loxx
3
ATR Adaptive EMA [Loxx]ATR adaptive EMA is an exponential moving average with dynamic ATR-adjusted length inputs. What is Average True Range (ATR)? The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period.1 The true range is taken as the greatest of the following: current high less the current low; the absolute value of the current high less the previous close; and the absolute value of the current low less the previous close. The ATR is then a moving average, generally using 14 days, of the true ranges.
Indicatore Pine Script®
di loxx
3
Bollinger Bands + Keltner Channel Refurbished█ Goals This is an indicator that brings together Bollinger Bands and Keltner's Channels in one thing. Both are very similar, so I decided to make a merge of the best features I found out there. Here there is the possibility of choosing one of these two as needed. In addition, I added the following resources: 1. Pre-Defined intermediate bands with Fibonacci values; 2. Detachment of the bands in which the price was present; 3. Choice of Moving Average: "Simple", "Exponential", "Regularized Exponential", "Hull", "Arnaud Legoux", "Weighted Moving Average", "Least Squares Moving Average (Linear Regression)", "Volume Weighted Moving Average", "Smoothed Moving Average", "Median", "VWAP"); 4. Statistics: bars count within the bands. █ Concepts Keltner Channels vs. Bollinger Bands "These two indicators are quite similar. Keltner Channels use ATR to calculate the upper and lower bands while Bollinger Bands use standard deviation instead. The interpretation of the indicators is similar, although since the calculations are different the two indicators may provide slightly different information or trade signals." (Investopedia) Bollinger Bands (BB) "Bollinger Bands (BB) are a widely popular technical analysis instrument created by John Bollinger in the early 1980’s. Bollinger Bands consist of a band of three lines which are plotted in relation to security prices. The line in the middle is usually a Simple Moving Average (SMA) set to a period of 20 days (the type of trend line and period can be changed by the trader; however a 20 day moving average is by far the most popular). The SMA then serves as a base for the Upper and Lower Bands which are used as a way to measure volatility by observing the relationship between the Bands and price. Typically the Upper and Lower Bands are set to two standard deviations away from the SMA (The Middle Line); however the number of standard deviations can also be adjusted by the trader." (TradingView) Keltner Channels (KC) "The Keltner Channels (KC) indicator is a banded indicator similar to Bollinger Bands and Moving Average Envelopes. They consist of an Upper Envelope above a Middle Line as well as a Lower Envelope below the Middle Line. The Middle Line is a moving average of price over a user-defined time period. Either a simple moving average or an exponential moving average are typically used. The Upper and Lower Envelopes (user defined) are set a range away from the Middle Line. This can be a multiple of the daily high/low range, or more commonly a multiple of the Average True Range." (TradingView) █ Examples Bollinger Bands with 200 REMA: Keltner Channel with 200 REMA: Bollinger Bands with 55 ALMA: Keltner Channel with 55 ALMA: Bollinger Bands with 55 Least Squares Moving Average: █ Thanks - TradingView (BB, KC, ATR, MA's) - everget (Regularized Exponential Moving Average) - TimeFliesBuy ("Triple Bollinger Bands") - Rashad ("Fibonacci Bollinger Bands") - Dicargo_Beam ("Is the Bollinger Bands assumption wrong?")
Indicatore Pine Script®
di andre_007
23
SL and TP - ATRThis indicator is using ATR ( Average True Range ) to set the Target point and Stop loss. Use the pink number as target, always. If you are in Long position, use the green number as stop loss, so the red number is not useful in Buys. If you are in Short position, use the Red number as stop loss, so the green number is not useful in Sells. ** Need to enter the numbers in ticks --> VERY IMPORTANT: Write it completely, even the numbers after the point sign but DO NOT WRITE the point sign itself. e.g. : if the target tick on indicator is 123.75, you have to write 12375 ticks for your TP. ( one more example: If the number is 0.0001203 , write 1203 ticks. ) Enter the information of the opening candle. Most of the times, risk/reward ratio is a bit higher than 1. Works on multi timeframes. P.S: Haven't checked the weekly timeframe. Not trying to oversell the indicator, but this is perhaps the best TP/SL specifier. For beauty purposes, change (Sl @ buy) and (TP @ sell) to histograms. Histograms are only for visual purposes. Customize the indicator as you want :)) Hope you enjoy
Indicatore Pine Script®
di Dr_M_A
ATR with MAOVERVIEW The Average True Range Moving Average (ATRMA) is a technical indicator that gauges the amount of volatility currently present in the market, relative to the historical average volatility that was present before. It adds a moving average to the Average True Range (ATR) indicator. This indicator is extremely similar to the VOXI indicator, but instead of measuring volume, it measures volatility. Volume measures the amount of shares/lots/units/contracts exchanged per unit of time. Volatility, on the other hand, measures the range of price movement per unit of time. The purpose of this indicator is to help traders filter between non-volatile periods in the market from volatile periods in the market without introducing subjectivity. It can also help long-term investors to determine market regime using volatility without introducing subjectivity. CONCEPTS This indicator assumes that trends are more likely to start during periods of high volatility, and consolidation is more likely to persist during periods of low volatility. The indicator also assumes that the average true range (ATR) of the last 14 candles is reflective of the current volatility in the market. ATR is the average height of all the candles, where height = |high - low|. Suppose the ATR of the last 14 candles is greater than a moving average of the ATR(14) of the last 20 candles (this occurs whenever the indicator's filled region is colored BLUE). In that case, we can assume that the current volatility in the market is high. Suppose the ATR of the last 14 candles is less than the moving average of the ATR(14) of the last 20 candles (this occurs whenever the indicator's filled region is colored RED). In that case, we can assume that the current volatility in the market is low. HOW DO I READ THIS INDICATOR? If the ATR line is above the ATR MA line (indicated by the blue color), the current volatility is greater than the historical average volatility. If the ATR line is above the ATR MA line (indicated by the red color), the current volatility is less than the historical average volatility.
Indicatore Pine Script®
di bjr117
1
Multiple MAs + No Trend Zone + ATR WidgetThis is my first Pine Script attempt. Nothing special, just an "all in one" for the most common things I use, and what I have found to be the most common in a lot of strategies. Great for free and limited accounts as it combines 7 total indicators into one. -- First 5 indicators are Independant Moving Averages: -Each one can be set for length, as well as source and type (SMA, EMA, SMMA, WMA, VWMA) individually -- Second type (6th) of indicator is one I find extremly useful for staying OUT of consolidation trading. It's called a "No Trend Zone" indicator I swipped from the Hoffman Startegy. Basically, its set for a small deviation (0.5) of a 35 EMA, which creates a "Band" around the 35 line. When you have this "Band" flat or with no discernable incline/decline, with price action OR some or multiple moving averages inside this banded zone, it typically indicates a zone of consolidation. This will help you identify when you may be in one of those zones, that way you don't get trapped "waiting for paint to dry" before the market starts to move again with your position, and keep you from entering should you be considering the market at that time. The last indicator is my favorite, and one I will refine a little deeper soon. -- The ATR widget finishes us out. This widget can be customized for colors, turned on or off, and automatically rounds the ATR (ATR period based on the chart timeframe) to a nice readable number for what you're trading. It has settings to show or not, the length, what rounding style to use (forex pip 0.0001, forex/stock/etf/indicies 0.01) where to show it on the pane, a Multiplier Factor (for stop loss calculations automatically) and the colors. ***NOTE ABOUT ATR WIDGET: I am primarily a forex trader, so the defaults are for Forex 0.0001. If you see some odd numbers (like 55798 on a current chart), check the inputs tab on the settings, and change the "ATR Style" from "Forex 0.0001" to "Forex/Stock/ETF/Indicies 0.01", and you should arrive with the correct number.
Indicatore Pine Script®
di ForexStoryteller
14
Trend MasterThis is a trend aggregator for confirmation and trend signals. It basically aggregates many buy/sell signals and confirmation and by combining them provides a strong buy/sell signal or trend confirmation. The actual layout idea and trend confirmation is derived from Trend Meter and this indicator uses few other indicator, such as Chandelier Exit, WaveTrend, QQE Signals, Parabolic SAR and AlphaTrend. This indicator aggregates signal from different methods to find out more powerful and confirmed Trend and combines them into one Signal. It also uses Technical Ratings from TradingView team to filter out false signal, it tremendously opts out false signals and improve profitability. The first seven dots are these All 3 Trend Meters Now Align MACD Crossover - Fast - 8, 21, 5 RSI 13: > or < 50 RSI 5: > or < 50 MA Crossover MA Crossover Chaikin Money Flow Alphatrend Technical Ratings Then trend Chandelier Exit WaveTrend QQE Signals Parabolic Sar All 3 Trend Meters aligns and A signal from trend i Instructions Change buy/sell policy based on market trend Works on all TimeFrame but gives more accuracy on 4H, 1D. Buy when green big dot appears at the bottom. Sell when red big dot appears at the bottom. Red/green dot at the top line appears when three trend meter is aligned and this is a good confirmation. Any red/green dot below horizontal bars are trend signals. Big red/green got at the bottom appears whenever there's a good confirmation from trend meter and a buy/sell signal comes from any trend signals. Also look on the technical ratings bar, green means buy, red means sell and yellow means neutral. Look for Support or Resistance Levels for price to be attracted to. Find confluence with other indicators. The more Trend meters are lit up the better. Alert 01 Buy Signal = Strong Buy Signal 02 Sell Signal = Strong Sell Signal 03 Buy Signal = Strong Buy Signal 04 Sell Signal = Strong Sell Signal Thanks to TradingView Technical Ratings authors, evergot, Lij_MC, KivancOzbilgic for their work. This indicator was heavily inspired from their work.
Indicatore Pine Script®
di sadmansamee
15
Stochastic ATR Volatility OscillatorNOTES: As x, k and d use; 21-10-3 for 1 Hour candles 5-4-2 for 4 Hour candles 21-21-3 for 1 Day candles Yellow plot is the main oscillator. Orange plot, and hlines at 20, 50 and 80 can be used as signal lines. I personally use hlines as the signal in 1H as it's the best timeframe for the indicator. If you are in a long position, sell when yellow plot crosses 80 or 50 line downwards; and buy when the line crosses 20, 50 or 75 upwards while you are not in a trade.
Indicatore Pine Script®
di spacekadet17
Stop Loss With Average True Range (ATR)Stop Loss With Average True Range (ATR) It simplifies the calculation of stop loss price for stop loss method using the average true range (ATR). For example; You want to stop loss below 3 ATR. Let's assume the price is 100, the average true range is 5. You will multiply the average true range by 3 and subtract from the price and enter a stop loss order at the 85 price you have reached. Instead of doing this calculation every time, you just need to use this script and set the multiplier to 3. A stop loss line will be drawn below the price candles. You can set the method to be used when averaging the true range. Methods you can use to average: EMA (exponentially moving average), HMA (hull moving average), RMA (moving average used in RSI), SMA (simple moving average), SWMA (symmetrically weighted moving average), VWMA (volume-weighted moving average), WMA (weighted moving average). You can set the length to be used when averaging the true range. You can set the multiplier to be used when determining the stop loss price. Turkish Ortalama Gerçek Aralıkla (ATR) Zarar Durdurma Gerçek aralığın ortalamasını kullanarak zarar durdurma yöntemi için zarar durdurma fiyatının hesaplanmasını kolaylaştırır. Örneğin; 3 ATR kadar aşağıda zarar durdurmak istiyorsunuz. Fiyatın 100, ortalama gerçek aralığın 5 olduğunu varsayalım. Ortalama gerçek aralığı 3 ile çarparak fiyattan çıkaracaksınız ve ulaştığınız 85 fiyatına zarar durdurma emri gireceksiniz. Bu hesabı her seferinde yapmak yerine bu betiği kullanmanız ve çarpanı 3 olarak ayarlamanız yeterli. Bu sayede fiyat mumlarının altına zarar durdurma çizgisi çizilecektir. Gerçek aralığın ortalaması alınırken kullanılacak yöntemi ayarlayabilirsiniz. Ortalama almak için seçebileceğiniz yöntemler: EMA (üstel hareketli ortalama), HMA (gövde hareketli ortalama), RMA (göreceli hareketli ortalama), SMA (basit hareketli ortalama), SWMA (simetrik ağırlıklı hareketli ortalama), VWMA (hacim ağırıklı hareketli ortalama), WMA (ağırlıklı hareketli ortalama). Gerçek aralığın ortalaması alınırken kullanılacak periyot uzunluğunu ayarlayabilirsiniz. Zarar durdurma fiyatını belirlerken kullanılacak çarpanı ayarlayabilirsiniz.
Indicatore Pine Script®
di GormYa
ATR SL + Position Size Calculator [DoctaBot]Props to @Veryfid for his original script 'ATR Stop Loss Finder'. The concept is simple. We use the average true range to determine an appropriate stop loss distance based on recent volatility. The original script calculated the stop loss offset from the current candle's high or low. Here, I've added the option to offset stop loss from the recent local low or local high (a better way in my opinion). I have also added a feature to automatically calculate position size by either dollar amount or as a percent of your account size to suit your risk profile (percent of account at risk per trade). This calculator supports use of leverage to calculate the amount of margin required to open desired position size.
Indicatore Pine Script®
di DoctaBot
5
ATR BandsIn many strategies, it's quite common to use a scaled ATR to help define a stop-loss, and it's not uncommon to use it for take-profit targets as well. While it's possible to use the built-in ATR indicator and manually calculate the offset value, we felt this wasn't particularly intuitive or efficient, and could lead to the potential for miscalculations. And while there are quite a few indicators that plot ATR bands in some form or another already on TV, we could not find one that actually performed the exact way that we wanted. They all had at least one of the following gaps: The ATR offset was not configurable (usually hard-coded to be based off the high or low, while we generally prefer to use close) It would only print a single band (either the upper or lower), which would require the same indicator to be added twice The ATR scaling factor was either not configurable or only stepped in whole numbers (often time fractional factors like 1.5 yield better results) To that end, we took to making this enhanced version to meet all of the above requirements. While we were doing so, we decided to take this opportunity to also make some non-functional enhancements as well: Updated the indicator to the most recent version of Pine Updated the indicator definition to allow alternate (non-chart) timeframe usage Made the input types explicitly defined to improve consistency Updated the inputs with appropriate minimum values and step sizes where appropriate Separated settings into logical groups Added helptext to the indicator settings noting usage and common settings values Explicitly titled the on-chart plots of the ATR bands so that they can more easily be identified and referenced in other indicators/scripts, as well as the Data Window Food for thought : When looking at some of the behaviors of these ATR bands, you can see that when price first levels out, you can draw a "consolidation zone" from the first peak of the upper ATR band to the first valley of the lower ATR band that price will generally respect. Look for price to break and close outside of that zone. When that happens, price will usually (but not always) make a notable move in that direction, which can be used as either a potential trigger or as an additional confluence with other indicators/price action. Finally, while we have made what we feel are some noteworthy updates and enhancements to this indicator, and have every intention of continuing to do so as we find worthy opportunities for enhancement, credit is still due to the original author: AlexanderTeaH
Indicatore Pine Script®
di TheTrdFloor
16
StopLossThat indicator helps us to determine the stop loss levels or prices in terms of atr levels. It includes 4 (four) options which are 1-Don't Risk, 2-Low Risk, 3-High Risk, 4-Risk Lover their exploding rates are 1-2.4% , 2-3.9% , 3-6.7% , 4-16.7% in sort. It helps us to produce new methods to decreace our risk/reward ratio. It is ATR Trailing StopLoss indicator. The indicator is awesome in terms of comfortable. Thanks and waiting for your feedbacks.
Indicatore Pine Script®
di MrMagic09
4
Average True Range - ImprovedAverage True Range - Improved is a small variation I have made to the standard ATR indicator. It will test the current ATR against the Historic Average ATR of your preference to see if the current volatility is high or low. Once it has determined if it is high or low it will color code the circles at the top based on this information. Green means the current volatility is low and red means the current volatility is higher than the historic average. In the settings I have also placed a couple styles, if you wish to show the ATR and Historic ATR in percent format instead of normal you can turn them on in the style settings. If you are using the percent format I recommend setting the Precision to 2-3 decimal places. I hope you all enjoy this indicator, if you have any questions please feel free to post them in the comments.
Indicatore Pine Script®
di OasisTrading