PROTECTED SOURCE SCRIPT
Daily ATR %

Input parameters:
The script calculates several parameters:
THE LOGIC OF CALCULATING THE ATR (the bar of the trading day is not taken into account):
1. Calculate the Median ATR for X previous bars.
2. We calculate the ATR for Y of the previous bars,
taking only those bars that fulfill the condition:
Median ATR * 50% < N < Median ATR * 200%
, i.e. we do not take into account bars that are less than the Median ATR by 2 times, and bars that are more than the Median ATR by 2 times
- Number of bars for ATR (Y) - the number of bars to calculate the average ATR
- Number of bars for median ATR (X) - the number of bars to calculate the median ATR, should be >= Number of bars for ATR
- Stop ATK share in % - to calculate Stop Loss in % of ATR
- Calculate the passed ATR from the previous day close - calculation of the passed ATR from:
True = closing prices of the previous day
False = from High/Low of the current day
The script calculates several parameters:
- Decimal - the number of digits after the fractional part of the price
- Close % - how much the previous day closed as a percentage of High/Low
- Median - the median value for the X previous bars.
- ATR is the average value for Y bars
- C_ATR - passed ATR for the current day
- C_ATR% - passed ATR in % excellent calculated
- Stop - the calculated size of the Stop Loss from ATR
THE LOGIC OF CALCULATING THE ATR (the bar of the trading day is not taken into account):
1. Calculate the Median ATR for X previous bars.
2. We calculate the ATR for Y of the previous bars,
taking only those bars that fulfill the condition:
Median ATR * 50% < N < Median ATR * 200%
, i.e. we do not take into account bars that are less than the Median ATR by 2 times, and bars that are more than the Median ATR by 2 times
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受保護腳本
此腳本以閉源形式發佈。 不過,您可以自由且不受任何限制地使用它 — 在此處了解更多資訊。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。