ATR LevelsATR levels drawn on a chart as dynamic (can change throughout the day), straight lines.
Upper band = daily ATR in pips + daily low.
Lower band = daily high - daily ATR in pips.
Can be used as a reversal signal if there is a good level past ATR. Can go long/short from there.
Cerca negli script per "ATR"
ATR LevelsATR levels drawn on a chart as dynamic (can change throughout the day), straight lines.
Upper band = daily ATR in pips + daily low.
Lower band = daily high - daily ATR in pips.
Can be used as a reversal signal if there is a good level past ATR. Can go long/short from there.
ATR Up by Stealthy7The ATR Up indicator shows increased volatility for the period. You can use it to filter your trades.
ATR Volatility giua64ATR Volatility giua64 – Smart Signal + VIX Filter
📘 Script Explanation (in English)
Title: ATR Volatility giua64 – Smart Signal + VIX Filter
This script analyzes market volatility using the Average True Range (ATR) and compares it to its moving average to determine whether volatility is HIGH, MEDIUM, or LOW.
It includes:
✅ Custom or preset configurations for different asset classes (Forex, Indices, Gold, etc.).
✅ An optional external volatility index input (like the VIX) to refine directional bias.
✅ A directional signal (LONG, SHORT, FLAT) based on ATR strength, direction, and external volatility conditions.
✅ A clean visual table showing key values such as ATR, ATR average, ATR %, VIX level, current range, extended range, and final signal.
This tool is ideal for traders looking to:
Monitor the intensity of price movements
Filter trading strategies based on volatility conditions
Identify momentum acceleration or exhaustion
⚙️ Settings Guide
Here’s a breakdown of the user inputs:
🔹 ATR Settings
Setting Description
ATR Length Number of periods for ATR calculation (default: 14)
ATR Smoothing Type of moving average used (RMA, SMA, EMA, WMA)
ATR Average Length Period for the ATR moving average baseline
🔹 Asset Class Preset
Choose between:
Manual – Define your own point multiplier and thresholds
Forex (Pips) – Auto-set for FX markets (high precision)
Indices (0.1 Points) – For index instruments like DAX or S&P
Gold (USD) – Preset suitable for XAU/USD
If Manual is selected, configure:
Setting Description
Points Multiplier Multiplies raw price ranges into useful units (e.g., 10 for Gold)
Low Volatility Threshold Threshold to define "LOW" volatility
High Volatility Threshold Threshold to define "HIGH" volatility
🔹 Extended Range and VIX
Setting Description
Timeframe for Extended High/Low Used to compare larger price ranges (e.g., Daily or Weekly)
External Volatility Index (VIX) Symbol for a volatility index like "VIX" or "EUVI"
Low VIX Threshold Below this level, VIX is considered "low" (default: 20)
High VIX Threshold Above this level, VIX is considered "high" (default: 30)
🔹 Table Display
Setting Description
Table Position Where the visual table appears on the chart (e.g., bottom_center, top_left)
Show ATR Line on Chart Whether to display the ATR line directly on the chart
✅ Signal Logic Summary
The script determines the final signal based on:
ATR being above or below its average
ATR rising or falling
ATR percentage being significant (>2%)
VIX being high or low
Conditions Signal
ATR rising + high volatility + low VIX LONG
ATR falling + high volatility + high VIX SHORT
ATR flat or low volatility or low %ATR FLAT
ATR RopeATR Rope is inspired by DonovanWall's "Range Filter". It implements a similar concept of filtering out smaller market movements and adjusting only for larger moves. In addition, this indicator goes one step deeper by producing actionable zones to determine market state. (Trend vs. Consolidation)
> Background
When reading up on the Range Filter indicator, it reminded me exactly of a Rope stabilization drawing tool in a program I use frequently. Rope stabilization essentially attaches a fixed length "rope" to your cursor and an anchor point (Brush). As you move your cursor, you are pulling the brush behind it. The cursor (of course) will not pull the brush until the rope is fully extended, this behavior filters out jittery movements and is used to produce smoother drawing curves.
If compared visually side-by-side, you will notice that this indicator bears striking resemblance to its inspiration.
> Goal
Other than simply distinguishing price movements between meaningful and noise, this indicator strives to create a rigid structure to frame market movements and lack-there-of, such as when to anticipate trend, and when to suspect consolidation.
Since the indicator works based on an ATR range, the resulting ATR Channel does well to get reactions from price at its extremes. Naturally, when consolidating, price will remain within the channel, neither pushing the channel significantly up or down. Likewise, when trending, price will continue to push the channel in a single direction.
With the goal of keeping it quick and simple, this indicator does not do any smoothing of data feeds, and is simply based on the deviation of price from the central rope. Adjusting the rope when price extends past the threshold created by +/- ATR from the rope.
> Features & Behaviors
- ATR Rope
ATR Rope is displayed as a 3 color single line.
This can be considered the center line, or the directional line, whichever you'd prefer.
The main point of the Rope display is to indicate direction, however it also is factually the center of the current working range.
- ATR Rope Color
When the rope's value moves up, it changes to green (uptrend), when down, red (downtrend).
When the source crosses the rope, it turns blue (flat).
With these simple rules, we've formed a structure to view market movements.
- Consolidation Zones
Consolidation Zones generate from "Flat" areas, and extend into subsequent trend areas. Consolidation is simply areas where price has crossed the Rope and remains inside the range. Over these periods, the upper and lower values are accumulated and averaged together to form the "Consolidation Zone" values. These zones are draw live, so values are averaged as the flat areas progress and don't repaint, so all values seen historically are as they would appear live.
- ATR Channel
ATR Channel displays the upper and lower bounds of the working range.
When the source moves beyond this range, the rope is adjusted based on the distance from the source to the channel. This range can be extremely useful to view, but by default it is hidden.
> Application
This indicator is not created to provide signals, or serve as a "complete" system.
(People who didn't read this far will still comment for signals. :) )
This is created to be used alongside manual interpretation and intuition. This indicator is not meant to constrain any users into a box, and I would actually encourage an open mind and idea generation, as the application of this indicator can take various forms.
> Examples
As you would probably already know, price movement can be fast impulses, and movement can be slow bleeds. In the screenshot below, we are using movements from and to consolidation zones to classify weak trend and strong trend. As you can see, there are also areas of consolidation which get broken out of and confirmed for the larger moves.
Author's Note: In each of these examples, I have outlined the start and end of each session. These examples come from 1 Min Future charts, and have specifically been framed with day trading in mind.
"Breakout Retest" or "Support/Resistance Flips" or "Structure Retests" are all generally the same thing, with different traders referring to them by different names, all of which can be seen throughout these examples.
In the next example, we have a day which started with an early reversal leading into long, slow, trend. Notice how each area throughout the trend essentially moves slightly higher, then consolidates while holding support of the previous zone. This day had a few sharp movements, however there was a large amount of neutrality throughout this day with continuous higher lows.
In contrast to the previous example, next up, we have a very choppy day. Throughout which we see a significant amount of retests before fast directional movements. We also see a few examples of places where previous zones remained relevant into the future. While the zones only display into the resulting trend area, they do not become immediately meaningless once they stop drawing.
> Abstract
In the screenshot below, I have stacked 2 of these indicators, using the high as the source for one and the low as the source for the other. I've hidden lines of the high and low channels to create a 4 lined channel based on the wicks of price.
This is not necessary to use the indicator, but should help provide an idea of creative ways the simple indicator could be used to produce more complicated analysis.
If you've made it this far, I would hope it's clear to you how this indicator could provide value to your trading.
Thank you to DonovonWall for the inspiration.
Enjoy!
ATR Momentum [QuantVue]ATR Momentum is a dynamic technical analysis tool designed to assess the momentum of a securities price movement. It utilizes the comparison between a faster short-term Average True Range (ATR) and a slower long-term ATR to determine whether momentum is increasing or decreasing.
This indicator visually represents the momentum relationship by plotting both ATR values as lines on a chart and applying color fill between the lines based on if momentum is increasing or decreasing.
When the short-term ATR is greater than the long-term ATR, representing increasing momentum, the area between them is filled with green.
Conversely, when the short-term ATR is less than the long-term ATR line, the area between them is filled with red. This red fill indicates decreasing momentum.
Don't hesitate to reach out with any questions or concerns.
We hope you enjoy!
Cheers.
ATR CandlesAverage true range (ATR) is a market volatility indicator used to show the average range prices swing over a specified period.
The ATR Candles indicator has two primary functions. First, it measures a short-term ATR against a longer-term ATR to show if volatility is contracting or expanding.
Secondly, this indicator goes a step further by highlighting individual candles that exceed or fall below user selected ATR thresholds.
Moments of volatility contraction often lead to expansion and vice versa. By using the ATR Candles traders can identify potential imminent breakouts/breakdowns or healthy pullbacks vs a volatile correction.
Indicator Features
Selectable ATR lengths
Selectable threshold limits (1 contraction / 2 expansion)
Calculate current candles range from open / previous close / daily range
Custom colors
Show or hide every element
ATR Trailing + Alerts + Price LabelsATR Trend is a clean and intelligent trend-following overlay built for traders who want clarity during both trending and ranging markets.
This indicator dynamically detects bullish and bearish market trends using the Average True Range (ATR), applying a confirmation-based approach to filter out false signals and minor pullbacks.
The trend line is:
Blue 🔵 during uptrends.
Black ⚫ during downtrends.
Continuous, recalculating only when the market truly shifts — not just when price temporarily crosses the line.
When a confirmed trend reversal occurs:
A 🔼 or 🔽 label shows the exact price of the flip.
An alert can be triggered to notify the user immediately.
💡 Features:
✅ Single-line trend direction
✅ Filters out short-term noise
✅ Exact price labeling on trend change
✅ Built-in alerts for up/down trend shifts
⚙️ Inputs:
ATR Period – Length of ATR calculation (default: 14)
ATR Multiplier – Offset for trend line placement (default: 2.0)
Flip Sensitivity – Number of bars required to confirm a trend reversal (default: 3)
This tool is suitable for:
Swing traders avoid false breakouts
Scalpers looking for high-probability trend entries
Algorithmic setups requiring structured trend logic
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.
ATR-Stepped, Another New Adaptive Moving Average [Loxx]ATR-Filtered, Another New Adaptive Moving Average is a modification of @cheatcountry's "Another New Adaptive Moving Average " shown below
I've added AT- stepped filtering. This is a standard ATR filter that works by requiring movement by XX multiple of ATR before registering a trend flip. I've also included Loxx's Expanded Source Types. You can read about those here:
From @cheatcountry on A New Adaptive Moving Average
The New Adaptive Moving Average was created by Scott Cong (Stocks and Commodities Mar 2023) and this is a companion indicator to my previous script
This indicator still works off of the same concept as before with effort vs results but this indicator takes a slightly different approach and instead defines results as the absolute difference between the closing price and a closing price x bars ago. As you can see in my chart example, this indicator works great to stay with the current trend and provides either a stop loss or take profit target depending on which direction you are going in. As always, I use darker colors to show stronger signals and lighter colors to show normal signals. Buy when the line turns green and sell when it turns red.
Included
Alerts
Signals
Loxx's Expanded Source Types
ATR [Gu5]ATR (Average True Range) by Sylvain Vervoort
In contrast to other ATR indicators, the line changes color when profits start
A diferencia de otros indicadores ATR, la linea cambia de color cunado empezamos a tomas ganancias
ATR as % of CloseATR 14day period in % terms
the Normal ATR indicator by TV helps but this gives a clear idea as to the range in percentage terms as and when market rises to newer and newer highs
better than an absolute value
ATR-Stepped PDF MA [Loxx]ATR-Stepped PDF MA is and ATR-stepped moving average that uses a probability density function moving average.
What is Probability Density Function?
Probability density function based MA is a sort of weighted moving average that uses probability density function to calculate the weights.
Included:
-Toggle on/off bar coloring
-Toggle on/off signals
-Alerts long/short
ATR-Adaptive, Smoothed Laguerre RSI [Loxx]ATR-Adaptive, Smoothed Laguerre RSI is an adaptive Laguerre RSI indicator with smoothing to reduce noise
What is Laguerre RSI?
The Laguerre RSI indicator created by John F. Ehlers is described in his book "Cybernetic Analysis for Stocks and Futures".
This version:
Instead of using fixed periods for Laguerre RSI calculation, this indicator uses an ATR (average True Range) adapting method to adjust the calculation period. This makes the RSI more responsive in some periods (periods of high volatility), and smoother in order periods (periods of low volatility). Also this indicator adds an option to have smoothed source input including Loxx's Expanded Source Types.
Included
-Loxx's Expanded Source Types
-Bar coloring
ATR Day Grid by RSUATR at the daily and intraday prompt lines, it is recommended to trade within 50%, and if it exceeds 50%, there is a risk of chasing high.
At the minute level,Day-level ATR grid line is displayed.
ATR ChannelsATR Channels help you to identify where to place your stop-loss or trailing stop-loss based on price volatility, according to the Average True Range (ATR).
ATR Table (SMA)ATR table for select time frames.
Using Simple Moving Average (SMA) to get ATR.
MA periods is based on numbers suggested by Saeed Khakestar (Trigger Price Action)
You can change them in code
5m => 12
15m => 16
1H => 24
4H => 42
1D => 30
1W => 52
RSI is calculated the same way