Average True Range (ATR)

arameshraju Aggiornato 

ATR Based Strategy Identify the ATR range on Daily Chart. ATR HIGH= Previous Close +ATR ATR Low =Previous Close - ATR Long when Close is above ATR High Short when Close is below ATR Low Exit when close moves below EMA(10) OR a user-selected max loss

QuantNomad

I created a version of Parabolic SAR when I accelerate it not based on the difference from the extreme point but based on current ATR. So the idea is that for a more volatile market it should move faster. Performance is calculated based on 25% equity invested and 0.1% commission. What do you think about it? Does it make sense to do something like that? Do you...

bigmikemayhem Aggiornato 

Study used for the Blacklisted Trading Bot This script uses a variation of ATR and Moving averages giving an alert for a fully automated trading solution. Fine tuned parameters vary per coin which will be provided for the user after permission is granted. To gain access to this strategy feel free to contact me directly using a private message.

itvn9online Aggiornato 

This script using ATR (average true range) with source hl2 for create Support/ Resistance line The color meaning: - Green = Support line - Red = Resistance line Signal: - If close price breakout Resistance line -> LONG signal will been active. - If close price breakout Support line -> SHORT signal will been active. Input setting: Recommended default setting. -...

ondrej17

price action strategy for intraday trading based on candle vs wick length ratio

OrcChieftain Aggiornato 

@Colinmck used two different ranges to generate signals. Read his release notes to find out what the original script does. I added one condition which seems to increase performance on 15m BTCUSD as well as 1h BTCUSD and that is ATR with 32 periods being smaller than ATR with 64 periods. I used my script Volatility Optimiser to discover this tendency. Both...

TradeSenseTV Aggiornato 

TradeSense is a Renko brick breakout trading system for short-term or intraday trade. It is also a trend following strategy using a confluence of multiple MA's to spot the underlying trend. Exit and Stop Loss is based on dynamic ATR to predict possible target based on ticker's real time volatility. So far this has been back-tested on major cyrptos, and the same...

yummyprofit

Hello Traders, The average true range (ATR) is a technical analysis indicator that measures market volatility . The ATR indicator is easy to use and gives an accurate reading about an ongoing trend that very effective. I. Signals are used for entry - Entry your long position (buy) when price crosses above the ATR trailing stop line. - Entry...

OrcChieftain

This is three moving average based strategy focused on trend-following. Targets and stops are set based on ATR. Following image pictures the strategy with all mas plotted: Buying conditions are: ►A smoothened moving average (red) is above the exponential moving average (yellow) ►An exponential moving average is above simple moving average (black) ►Low...

Hoffdaddy

This strategy uses a combination linear regression moving averages and ATR, fine-tuned to the USD/JPY 30 minute chart. Without going into too much detail, the long/short signals are based upon linear regression moving average crosses and slope with ATR confirmation. All code is based on one time frame with no security functions so zero repaint. Backtest is...

pikachuventures Aggiornato 

BlackPika X1 Algo is a successor to the original BlackPika Algo. It uses the following main elements: RSI ATR ADX Volume Chopiness Filter Trailing Profit Fixed Profit Trailing Stop loss Fixed Stop Loss Donchian channels and some more... The backtest you see includes a commision of 1% and slippage of 1 tick. and the start date is from 2015 All the above...

Algonize Aggiornato 

KBL Trend Master is Specially design to detect the upcoming and current trend using Price action and ATR based combined Trading strategy. When KBL Trend - Master line indicated with Green color and price is above the KBL Trend - Master Line , Then the trend is in buy side and a buy trade is preferred. And same for sell trade, When KBL Trend - Master line indicated...

Algonize

KBL Trend Filter is a combination of Average true range and range breakout settings. When KBL Trend -Filter Vertical line indicated with Green color and price cross over the candle on which the green vertical indicator came, then it is considered as a buy trades. And same for sell trade, When KBL Trend -Filter Vertical line indicated with Red color and price cross...

Algonize

KBL Trend Master is Specially design to detect the upcoming and current trend using Price action and ATR based combined Trading strategy. When KBL Trend - Master line indicated with Teal color and price is above the KBL Trend - Master Line , Then the trend is in buy side and a buy trade is preferred. And same for sell trade, When KBL Trend - Master line indicated...

XPl0RR Aggiornato 

XPloRR S&P500 Stock Market Crash Detection Strategy v2 Long-Term Trailing-Stop strategy detecting S&P500 Stock Market Crashes/Corrections and showing Volatility as warning signal for upcoming crashes Detecting or avoiding stock market crashes seems to be the 'Holy Grail' of strategies. Since none of the strategies that I tested can beat the long term...

Bishnu103 Aggiornato 

Squeeze Breakout using BB and KC

QuantNomad

I'm a big fan of simple strategies. This one is a very simple one. So it consists only from one Trailing SL. When SL is hit, the position is reversed and SL is tracked for a new position. You can choose one of 3 types of SL: % of your price ATR - it is calculated as current ATR * multiplier Absolute As you can see even this simple strategy can show...

LunaOwl Aggiornato 

It is very similar to the previous version. I changed the function from study to a strategy, and added the Average true range to RMA again. I don't know the academic suitability, but using this strategy to trade the Altcoins market may have a good effect. refer to Binance for 0.1% of fees, starting from Q4...