Average True Range (ATR)

LunaticTrader

A useful measure of recent volatility. I use 50 day or 50 week periods, but you can experiment with other values too. Because it measures ranges as a % of current close it can be used to make good comparisons with other historic periods of low (or high) volatility. This measure reached a new 23 year low for daily S&P 500 in July 2017. Uses and historic examples: ...

HSascha

Basic ATR without the current open bar in progress, it calculates the closed bars within the chosen ATR Period

RicardoSantos Wizard Aggiornato 

EXPERIMENTAL: use at your own discretion. custom session breakout strategy, it uses a percentage of daily atr to set breakout limits. strategy only viable for intraday timeframes and is suggested under 1hour.

maqpie

The indicator is intended to be used with daily or higher time frames. Options: Mark out of Band: show a symbol if price has moved beyond the band

maqpie Aggiornato 

The indicator is intended to be used with daily or higher time frames. Options: Mark out of Band: show a symbol is price has moved beyond the band

HerrBertling

Plots three Average True Range channels as described in Alexander Elder's "The New Trading for a Living". You can adjust the EMA and ATR days that are the basis of these channels. This is my first script – happy to get any feedback on this! Thanks :)

nvrstpexploring

I made this tool to measure the exact PIP range of different currency pairs in an easy to understand format. It comes with the option to convert the PIP Values to XXX/JPY Pairs with a simple check-box. "H" is the highest PIP movement in 377 time periods. "N" is the EMA-377 of the PIP ranges. "P" is the current time periods PIP moment (true range).

Elixium

This is ATR in pips. This was requested by user @ElixiumCapital on Twitter. ATRPIPs in his words: How to use: Change the chart to the Daily time frame. The indicators value e.g. 0.0105 means that the average daily range of the past 5 trading days is 105 pips. (On standard pairs like EURUSD, GBPUSD) "ATR PIPs is useful for finding markets with your desired...

LazyBear Wizard

This is ATR in pips. This was requested by user @ElixiumCapital. ATRPIPs in his words: "ATR PIPs is useful for finding markets with your desired amount of volatility, for example I prefer to trade forex pairs with the highest amount of volatility in the past 5 days, setting the length parameter to 5 days. And setting my stop loss at 25% to 33% of the the...

netixen

If You are using a percentage of the Daily Average True Range in determining your stop placement, this quick indicator is for You. excerpt from investopedia.com/articles/trading/06/stopplacement.asp ATR % Stop Method The ATR% stop method can be used by any type of trader because the width of the stop is determined by the percentage of average true range...

glaz Wizard

QQE (Quantative Qualitative Estimation) MT4 Version by Roman Ignatov Another indicator from MT4 to pinescript, from a google search i found the that the original author is unknown and its best used for volatile pairs /JPY yellow line is a smoothed rsi, red line "slow trailing stop" is the ATR smoothing with a 14-periods wilders smoothing function that is...

Zack_The_Lego

update: As far as my algorithm design will take me this is it. So It's complete in my eyes. Here is a "working" version of something I've been looking for for a long time: "Flex" Renko Charting. Bricks' sizes are determined by ATR and are set by simply choosing a resolution for the ATR calculation. No need to go in and choose renko granulation(resolution) AND...

ChrisMoody Wizard

CM_MTF ATR Bands/Stops Many Options Available Via Input Tab: -Chart Defaults to Upper and Lower ATR's Based on Current Chart TimeFrame -Ability to Plot either Upper and/or Lower ATR's -Ability to Change the Time Frame ATR's are Based On! -Ability to change Look Back Period and ATR Multiplier Individually for Both Time Frames -This Gives you the ability to plot...

HPotter Wizard

Average True Range Trailing Stops Strategy, by Sylvain Vervoort The related article is copyrighted material from Stocks & Commodities Jun 2009

ChrisMoody Wizard

CM ATR PercentileRank - Great For Showing Market Bottoms. When Increased Volatility to the Downside Reaches Extreme Levels it’s Usually a Sign of a Market Bottom. This Indicator Takes the ATR and uses a different LookBack Period to calculate the Percentile Rank of ATR Which is a Great Way To Calculate Volatility Be Careful Of Using w/ Market Tops. Not As...

HPotter Wizard

Average True Range Trailing Stops Strategy, by Sylvain Vervoort The related article is copyrighted material from Stocks & Commodities Jun 2009

timwest Wizard

Average True Range Percent

LazyBear Wizard

STARC (Stoller Average Range Channels) bands make use of ATR to form the bands, giving it a more in-depth snapshot of market volatility compared to Bollinger Bands. When a price curve penetrates a Bollinger Band, it may indicate the continuation of a price move; in contrast, the STARC bands tend to define upper and lower limits for normal price action.