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ATR

ATR (Average True Range) By TimeWhat is ATR By Time? This premium indicator was inspired by my RVOL By Time indicator . It works on Stocks, Forex, Crypto and most Futures markets. Instead of calculating the ATR by recent price data, it calculates an ATR value for each candle based on that candle’s time of day. For example, if you set the Lookback setting on this indicator to 14, then instead of calculating the ATR based on the past 14 candles, it will calculate an ATR value based on the past 14 trading sessions for each candle. This is extremely useful for day traders in particular as it allows you to gauge the average range of candles during certain times of day instead of only by the most recent price action. It also draws a regular ATR (optional) – so this is essentially an enhanced ATR script that gives you multiple readings on price volatility. If you are interested, you can purchase access to the script or register for a free trial on my website: ATR By Time Feature Page . Why Does It Cost Money? The reason why this is a premium script that requires payment to access is because it took a lot of time, research and development in order to create. The other advantage of charging for it is that it retains exclusivity to only a select few dedicated traders. By paying the yearly fee you get access to ALL of my premium indicators including lifetime updates and technical support. If you don’t want to pay for this script then I completely understand and I have plenty of other free indicators and scripts that you might be interested in! Free Trial I am a trader myself and so I know how skeptical you might be that this indicator is worth your time and money. That is why I am offering a free trial of this indicator. All you need to do to initiate your trial is Join My Mailing List/ on my website: zenandtheartoftrading.com How It Works This script uses a complex formula to calculate ATR values across distant historical bars. Depending on the timeframe you select it will skip through historical bars to find previous bars from the same time of day. It collects these values then applies the traditional ATR formula to them. The ATR value is determined by the maximum result of the following three calculations: - Current high minus the current low - The absolute value of the current high minus the previous close - The absolute value of the current low minus the previous close - Whichever of these three calculations comes out highest, that is your ATR for the given candle. Once this value is calculated for historical bars the ATR indicator’s reading is typically determined by a 14-period moving average of these individual ATR values. So the ATR reading you see on your screen is an average of the past 14 ATR values. This means that as markets expand and contract this volatility reading will adapt to the change in candle price ranges. The difference with the ATR By Time indicator’s calculation formula is that rather than referencing recent bars it references bars based on their time of day. For example, if you are on the 1-Hour chart and you check the ATR By Time value at 9:00AM with a Lookback period of 14, then the value you see will be the result of the ATR calculation of every 9:00AM 1-Hour candle over the past 14 trading sessions. You can also choose to enable the ATR moving average in the settings menu if you wish. This will give you a smoothed ATR reading by averaging the current session’s ATR value with previous sessions. This versatility gives you a sophisticated reading on price volatility which is particularly helpful for day trade setups based around market opens or market closes when volatility tends to spike. The regular ATR indicator will not account for this on the lower timeframes, but this indicator will! Examples Stocks - Heatmap Scheme with regular ATR Stocks - Price Scheme - No ATR Stocks - Traffic Scheme - Session Average Line RMA Stocks - Trigger Scheme - 10 sessions Forex - RMA Forex - No RMA Forex - Normal ATR Stop Forex - Session ATR Stop
مؤشرات Pine Script™
من ‎ZenAndTheArtOfTrading‎
1
Alert-QuarryLake Indicator Map - ATR Trend Following Strategy A lot of times I don't like my chart crowding with indicators, thus the reason for creating this script for my strategy QuarryLake. This script also comes with alert. Below is the explanation for QuarryLake I have also updated the script in version 4. This strategy consists of 3 indicators that I found works quite well together. Keltner Channel, Waddah Attah Explosion, and Volatility Stop. You can find WAE here KC Period = 200 KCATR = 5 Vstop Period = 3 Vstop Mult = 1.5 Long when close > KC, close > Vstop, WAE trendUp Short when close < KC, close < Vstop, WAE trendDown Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
مؤشرات Pine Script™
من ‎Lancelot_Augur‎
4
CloudRest ATR based cloudThis is an indicator I have been working on for the past 2 years, developed specifically for cryptocurrency. It is primarily a trend following indicator with great success and it performs the best in 4hrs to the weekly chart. There are two components of this indicator. The baseline from Ichimoku cloud and volatility stop . baseline period = 26 volatility stop = 1.5ATR, 3 You can view this as the main component of a trend following system but you will need other confirmation indicators to confirm your entry. Feel free to modify the script for your own system. Feel free to follow me on twitter @Lancelot_Auger I will be posting more content in the future, stay tuned. And lastly, Free hong kong, the revolution of our time!
مؤشرات Pine Script™
من ‎Lancelot_Augur‎
3
No Nonsense NNFX VP Strategy for Back Testing Baseline | jhStrategy for the NNFX Baseline Script - Moving Averages Does not enter when price is > 1 ATR away. Adapted the "Many Moving Averages" script to VP's NNFX No Nonsense Forex method. Includes: - ATR bands and labels - Price is > 1 ATR away from baseline indication Available MAs "ALMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMA", "SMMA", "HMA", "Kijun", "McGinley"
استراتيجيات Pine Script™
من ‎jiehonglim‎
7
SUPERTREND ATR WITH TRAILING STOP LOSS## THIS SCRIPT IS ON GITHUB ## MORE BACKTEST SuperTrend is a moving stop and reversal line based on the volatility (ATR). The strategy will ride up your stop loss when price moviment 1%. The strategy will close your operation when the market price crossed the stop loss. The strategy will close operation when the line based on the volatility will crossed The strategy has the following parameters: + **ATR PERIOD** - To select number of bars back to execute calculation + **ATR MULTPLIER** - To add a multplier factor on volatility + **INITIAL STOP LOSS** - Where can isert the value to first stop. + **POSITION TYPE** - Where can to select trade position. + **BACKTEST PERIOD** - To select range. ## DISCLAIMER 1. I am not licensed financial advisors or broker dealers. I do not tell you when or what to buy or sell. I developed this software which enables you execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades. 2. Do not trade with money you cannot afford to lose. 3. I do not guarantee consistent profits or that anyone can make money with no effort. And I am not selling the holy grail. 4. Every system can have winning and losing streaks. 5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge. **YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.** **I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.** ## NOTE I accept suggestions to improve the script. If you encounter any problems i will be happy to share with me. + Authors: @exit490 + Revision: v1.0.0 + Date: 5-Aug-2019 + Pinescript version: 4 ## LICENSE Copyright 2019 Mauricio Pimenta / exit490 SuperTrend with Trailing Stop Loss script may be freely distributed under the (../LICENSE).
استراتيجيات Pine Script™
من ‎exit490‎
31
Crayons GrayonsUpdate for Crayons 0.2 Crayons is early onset hyper customizable trend reversal trading suite There is some big changes for Signal and Pivot generation and its set as Default mode so in case of nostalgia for white noise there is an option to "rollback" placed at the top of input menu As always- hyper customizable Every singal core crayon signal group will be turned on by default so open input menu for personalizing signals to charts and personal character Crayons 0.2- Greatly improved Signal quality Improved Pivot detection logic Two Set's of Pivots "Cleaned" and "Vanilla" Optional Polichrome candle painter mode to provide additional information on demand Optional Labels for signals and pivots Secondary risk filter filtering "riskier" signal sequences (Experimental) Second MA is changed by ATR modified to work as trailing S/R (Source is ohlc4 for whip protection model is experimental ,filters used is not suitable for micro tf so atr calls for higher periods, its experimental and will be fixed or removed with later updates, added for testing purposes)
مؤشرات Pine Script™
من ‎InSilico‎
40