ATR Z-Score

ATR Z-Score Pro Volatility & Anomaly Radar

When markets react to earnings, macro headlines, or breaking news, the biggest risk is being late. z-scoreATR is designed as a clean, quantitative “anomaly radar” that helps you spot event-grade volatility early and manage risk faster.

It standardizes price deviation using an ATR-based Z-Score (so signals are comparable across different symbols), measures the volatility regime with a fast/slow ATR ratio, and provides clear on-chart markers plus built-in alerts when conditions meet your filters. The dashboard table makes the market state instantly readable—ideal for live monitoring and watchlist scanning.

What it helps you do
- Detect unusual moves early (news-driven spikes, breaks, panic/short-cover squeezes)
- Compare volatility and deviation across symbols using a consistent scale
- Improve risk management when volatility heats up (tighten stops, reduce size, avoid chasing)

Key advantages
- Standardized strength: deviation expressed in ATR units (Z-Score) for cross-market clarity
- Regime awareness: fast/slow ATR ratio classifies the volatility environment
- Cleaner filtering: alerts focus on meaningful deviation, reducing low-vol noise
- At-a-glance dashboard: key metrics and states in one compact table
- Alert-ready: built-in alert() message includes symbol, direction, price, and daily % change

How to use (practical workflow)
1) Start with Volatility (regime)
- HIGH/EXTREME: volatility expansion → risk rises and moves travel faster; prioritize protection and confirmation
- LOW/NORMAL: more stable conditions → be more selective, avoid overreacting to small moves

2) Read Z-Score (deviation strength)
- Larger absolute Z-Score = more abnormal deviation from the EMA in ATR terms
- The arrow shows direction: ▲ bullish deviation, ▼ bearish deviation

3) Confirm with ATR (Fast) change
- ▲ fast ATR rising = volatility is heating up
- ▼ fast ATR falling = volatility is cooling down

4) Use alerts as your “background radar”
Create an alert using “Any alert() function call” and choose Once Per Bar Close for consistent confirmed triggers.

Dashboard table guide (each row in the table)
- Title: “ATR Z-Score Pro”; if you see [REALTIME], realtime monitoring mode is enabled.
- Z-Score: value = current ATR-based deviation; status = ▲/▼ direction
- Volatility: value = ATR ratio (x); status = LOW / NORMAL / HIGH / EXTREME
- ATR (Fast): value = fast ATR; status = ▲/▼ rising or falling volatility
- Threshold: value = ± dynamic reference threshold; status = AUTO (auto-calculated for current regime)

On-chart signals (optional)
- Triangle markers: extreme bar-to-bar move (event-grade impulse warning)
- Diamond markers: volatility surge with deviation filter passed (anomaly/high-attention condition)

For research and educational use only. Not financial advice.

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ATR Z‑Score Pro 异动/波动率雷达面板

行情遇到财报、宏观或突发新闻时，最怕的是反应慢半拍。z-scoreATR 就是一套干净、量化的“异动雷达”：用 ATR 标准化后的 Z‑Score 衡量价格偏离强度（跨标的更可比），用快慢 ATR 比值刻画波动环境，并在条件满足过滤时给出清晰的图表标记与内置提醒，帮助你更早发现异常、更快做风控决策。

它可以帮你：
- 早发现新闻级异动（快速拉升/跳水、恐慌、逼空/挤压后的加速段）
- 用统一尺度对比不同标的的波动与偏离强度（ATR倍数/Z‑Score，而不是纯点数）
- 波动升温时提升风控质量（收紧止损、降低仓位、避免追单）

核心优势
- 标准化强度：用 ATR 单位表达偏离（Z‑Score），跨市场更直观
- 环境分层：快慢 ATR 比值分级波动状态，避免低波动噪音误判
- 过滤更克制：只在偏离强度达到阈值时更积极识别，减少小波动干扰
- 一眼读懂：Dashboard 把关键指标与状态集中展示，适合盯盘与扫 watchlist
- 为提醒而生：内置 alert()，消息含品种、方向、价格与当日涨跌幅

使用方法（实战流程）
1）先看 Volatility（波动环境）
- HIGH/EXTREME：波动扩张 → 风险升温、行情更快更猛；优先保护与确认
- LOW/NORMAL：常态环境 → 更挑剔，不要被小波动带节奏

2）再看 Z‑Score（偏离强度）
- 绝对值越大，代表相对 EMA 的偏离越“异常”（以 ATR 标准化）
- 箭头表示方向：▲ 偏强，▼ 偏弱

3）结合 ATR(Fast) 的变化判断是否在升温
- ▲：短周期 ATR 上升（波动升温）
- ▼：短周期 ATR 回落（波动降温）

4）把提醒当作后台雷达
建议创建提醒时选择 “Any alert() function call”，并使用 Once Per Bar Close，以获得更一致的确认触发体验。

Dashboard（Table）逐项说明
- 标题：ATR Z‑Score Pro；出现 [REALTIME] 表示启用实时监控模式。
- Z‑Score：Value 为当前偏离强度；Status 为 ▲/▼ 方向提示
- Volatility：Value 为快慢 ATR 倍率（x）；Status 为 LOW/NORMAL/HIGH/EXTREME
- ATR (Fast)：Value 为快周期 ATR；Status 为 ▲/▼ 波动升温或降温
- Threshold：Value 为 ± 动态参考阈值；Status 为 AUTO（随环境自动计算）

图表信号（可选）
- 三角形：极端幅度的快速波动预警
- 菱形：波动率显著放大且通过偏离过滤，更偏向“异常行情正在发生”

仅供研究与交易辅助，不构成投资建议。