在腳本中搜尋"ATR"
Comparative ATR%Comparison of the ATR (Average Trading Range) of multiple coins. The ATRs are shown as percentage.
Index Adaptive Keltner Channels [DW]This study is an experiment in adaptive filtering. The process in this study was inspired by KAMA and ZLEMA filtering techniques.
First, data is given an optional modification for lag reduction.
Then, an adaptive filter of your choice is calculated. There are 6 different adaptive filters to choose from in this study:
-Commodity Channel Index Adaptive Moving Average (CCIAMA)
-Relative Strength Index Adaptive Moving Average (RSIAMA)
-%R Adaptive Moving Average (%RAMA)
-Klinger Volume Oscillator Adaptive Moving Average (KVOAMA)
-Money Flow Index Adaptive Moving Average (MFIAMA)
-Correlation Coefficient Adaptive Moving Average (CCAMA)
Next, ATR is calculated using the specified adaptive filter.
A set of ranges is calculated by multiplying ATR by the square root of the sampling period, then dividing it by 2 and 4.
And Finally, the ranges are added to and subtracted from the adaptive filter to generate the channels.
Custom bar colors are included. The formula for the color scheme is based on filter direction and price.
Variability Channel Index (by vitelot)This is a momentum, trend, as well as a divergence indicator.
It is similar to CCI, though it is based on a slow and fast EMA in connection to ATR, which
allows to interprete it easily.
Both EMAs and ATR have customisable period.
Further explanation and basic usage can be found in the comment section inside the script.
Histogram ATR-SMA(ATR) by drinchiIndicator make histogram from difference of:
- classic ATR (default period - 14)
- Simple Moving Average (default period - 100) to this ATR.
Histogram colored (green when >0, red <0).
Volatility increase signal - histogram crosses the zero line.
For greater visibility, a colored variable moving average (variable SMA for histogram) was added
(green when increase, red when decrease).
Umbral de RuidoSe trata de usar el ATR para crear un umbral de ruido alrededor del precio. La rotura de ese umbral nos dara señales de entrada y salida. El ATR viene multiplicado por una constante que suele ser de entre 1.5 y 3.0. Se recomiendan valores cercanos a 3 para el stoploss y 1.5 o 2.0 para la entrada.
Esta estrategia esta recomentada para activos que tengan una volatilidad controlada. Da buenos resultados en los indices, pero por lo que yo he probado no es buena para el EURUSD, me gustaria probarla tambien en acciones. Pero de momento la tengo funcionando en DAX con buenos resultados.
Procedimiento para largos:
Usamos la banda superior para marcar la entrada. Siempre que la banda marque un valor menor colocaremos una orden pendiente ahi. Con stoploss en su banda inferior. Si el valor de la banda aumenta, no actualizaremos la orden. Por lo tanto buscamos el menor valor posible del umbral de ruido.
Cuando el precio atraviese ese valor empezaremos a actualizar el stoploss siempre a un valor superior. Es decir si el umbral nos da un valor de stoploss menor nosotros no lo bajaremos.
La salida se produce por stop loss.
Procedimiento para cortos:
Usamos la banda inferior para marcar la entrada. Siempre que la banda marque un valor mayor colocaremos una orden pendiente ahi. Con stoploss en su banda superior. Si el valor de la banda disminuye, no actualizaremos la orden. Por lo tanto buscamos el mayor valor posible del umbral de ruido.
Cuando el precio atraviese ese valor empezaremos a actualizar el stoploss siempre a un valor inferior. Es decir si el umbral nos da un valor de stoploss menor nosotros no lo subiremos.
La salida se produce por stop loss.
Funciona mejor combinado con una media lenta de 100 o 200 para filtrar si ir a largos o cortos.
Average True Range - without open barBasic ATR without the current open bar in progress, it calculates the closed bars within the chosen ATR Period
Bollinger Bands V2 [Super Trend]################################## Anglais ######################################
With the News Bollinger Bands V2 , you can choose the source of the color (Color with Price or Color with the Super Trend ATR).
You can also view the Super Trend on the chart and the configure.
this allows you to quickly identify trends and the acceleration phase and accumulation
Sorry for my basic English
//J.Dow
################################## Français ######################################
Avec les Nouvelles Bollinger Bands V2 , vous pouvez choisir la source de la couleur ( couleur avec le prix ou la couleur avec le Super Tendance ATR ) .
Vous pouvez aussi consulter le Super Tendance sur le graphique et le configure.
cela vous permet d'identifier rapidement les tendances et la phase d'accélération et d'accumulation
//J.Dow
Flex Renko Emulatorupdate:
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 brick size. Renko granulation is current chart resolution. Feel free to send me feedback on how to manage the reversal bricks' calculation or any other thoughts and ideas.
Replace the "close" in the main body of the renko calculation with 'high' and 'low' to get more consistent paintings across different aggregations since renkos aren't technically based off closing prices but where the price has been. Of course it's all a matter of preference:
Brick1 = high >
nz(Brick1) + BrickSize ? nz(Brick1) + BrickSize : low <
nz(Brick1) - BrickSize ?
nz(Brick1) - BrickSize
: nz(Brick1)
Indicator: Custom COG channelThis is my custom channel (Bear Channel!? :)) derived from BB/STARC. It uses both ATR/STDEV for plotting the bounds.
I use COG (Center of Gravity) for deriving the baseline. This enables it to track the price action better than many other channels that make use of MAs or simply "close". Indicator also marks "squeezes" (stdev bands come inside ATR bands). Pay attention to these, as these usually indicate a move.
I am still exploring this indicator on different BTCUSD time frames, would love to hear your feedback / setups for other instruments.
Code for this indicator: pastebin.com
Code for COG fibs I mentioned in the comments: pastebin.com
Script_Algo - CCI Divergence Strategy🚀 A simple but effective strategy based on CCI divergence.
📊 The script is ready for automated trading via webhook on any crypto exchange that supports this functionality.
⏳ Recommended Use
The strategy can be effective on many fundamentally strong and highly liquid assets. It is recommended to use a timeframe of 1H or higher.
⚙️ How the Strategy Works
The script looks for divergence between the CCI line and the price:
📉 If the price updates a higher high, but CCI shows a lower high → this is a bearish signal.
📈 If the price updates a lower low, but CCI shows a higher low → this is a bullish signal.
🔄 When an opposite divergence appears, the script closes the current trade and opens a position in the other direction.
🛡️ To protect against deep losses, the strategy includes a stop loss based on ATR.
📊 For higher efficiency, the script also uses a trend filter based on EMA.
📈 Backtest Results
If you carefully check the backtest, you’ll see that on the DOTUSDT pair — a fairly conservative and reputable crypto asset — the strategy could potentially yield around +230% in 1.5 years.
Moreover, during a similar past period on the same asset, the strategy was also profitable.
On the 1-hour timeframe, the equity curve shows stable growth.
✅ Win rate: 50%+
✅ Profit factor: ~2
👉 Whether this is good or bad — judge for yourself, considering that during this time DOT price dropped by 50% (from $8 to $4).
⚡ The script does not repaint. I personally tested the strategy multiple times in TradingView’s backtest mode across different assets on the 1H timeframe.
Results may slightly differ due to slippage and sudden market moves.
🛠️ Settings
CCI Length – defines how sensitive the CCI line is to price changes.
Bars to look for divergence – defines how many bars back to check for highs/lows.
ATR period & multiplier – used for stop loss adjustment.
EMA trend filter – can be enabled and customized for length.
🎨 Visualization
📌 Signal markers for entries & exits are shown.
🟩 Light green background → when in a long position.
🟥 Light red background → when in a short position.
⬜ Light gray background → when no position is open.
⚠️ Disclaimer
Always remember: past performance does not guarantee future results.
The market constantly changes, so you must monitor conditions, backtest, and adjust settings for each asset.
💡 Advice:
Be aware of possible bugs in any algo trading strategy, even if well-tested.
No one knows what unexpected events may occur on the market tomorrow.
Trade only on high-liquidity assets to avoid excessive volatility, high slippage, wide spreads, and commissions.
📌 The author of this strategy does not encourage anyone to use this algorithm and is not responsible for any financial losses resulting from its application.
Any decision to use this strategy is made solely by TradingView users and crypto exchange account owners.
✍️ Final Notes
💡 If you have any ideas on how to improve this or my other strategies, feel free to let me know — I’ll try to implement them.
🐞 If you notice any bugs or inconsistencies in my algorithm, please write to me — I hope to fix them as soon as possible.
⚡ This is not the final version of the strategy.
I am constantly working on optimization and efficiency improvements, so follow me to not miss updates.
💰 Good luck and stable profits to everyone!
10 EMA + ½ ATR Position SizingThis is a table that will show position sizing using both the 10 EMA and 1/2 ATR as stop losses. You can input account value and desired risk % and toggle between detailed and concise table styles.
EMA Strategy (ATR SL + Plot Lines)MACD,
PCO/NCO based on EMA
RSI 70 > Buy
RSI 30 < Sell
ATR Base stoploss
Fix profit
fix lot
Moving Averages with ADR%/ATR/52W/Market Cap TableMoving Average
ADR
ATR
52 Week High/Low
Market Cap
Parabolic CCI Pro — Long & Short + ATR Risk — [AlphaFinansData]English Description (Enhanced)
🔹 CCI + Parabolic SAR Strategy (Long & Short, Smart Risk Management)
This indicator combines the power of CCI (Commodity Channel Index) and Parabolic SAR, creating a highly reliable trading system that adapts to market conditions.
🚀 How It Works:
Trend Hunting: CCI detects weakening momentum and potential reversal zones.
Confirmation: Parabolic SAR confirms the trend direction, reducing false signals.
Smart Risk Management: Offers both fixed-percentage and ATR-based dynamic Stop Loss & Take Profit, adjusting to volatility automatically.
Performance Dashboard: Tracks win rate, average profit/loss, max drawdown, and winning/losing streaks for deeper strategy insights.
⚡ Who Is It For?
Day traders looking for quick entries and exits,
Swing traders seeking to capture trend reversals,
Risk-conscious investors who want disciplined SL/TP management.
💡 More than just a signal generator, this indicator provides traders with a structured trading framework that helps maintain consistency and discipline.
Средний дневной ATR (по High–Low)Test v.1
we calculate in % the average ATR passed in 1 day (for 5 days)
Stage + ATR Matrix + Extension LadderInspired by @SteveJacobs on X.com "Stage Analysis" and combined with ATR Extended Ladder.
8/30 SMA Pullback + ATR Exits (Crypto)A tryout using LLM to see if it can apply to bots using SMA pullbacks with ATR exits for crypto
EMA Channel with ATR Offset + 2 Custom EMAsJust an alternative channel indicator to Bollinger Bands or Ketner channels that uses ATR offsets as the corridor of possible movements, which I recommend changing to fit various tickers.
Also thrown in is EMA, default is 100 and 50 periods for trend direction and potential confirmation