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ATR, Kijun-Sen, %R Strategy [No Nonsense FX]A strategy that employs the No Nonsense FX method as described by VP. 1. Risk: ATR 2. Baseline: Kijun-Sen 3. Confirmation #1: Williams % Range 4. Volume: TBD 5. Confirmation #2: TBD 6. Exit: TBD Give me a follow if you enjoy and please PM me for more info/collabs! Notes: The defaults seem to work on all pairs Please check the "two digit" box if running on JPY or Metals If you have any ideas for a volume indicator, confirmation, and/or exit leave a comment!
Pine Script® stratejisi
DasanC tarafından
17
ATR in %Muh indicator :) Simple but so useful little script. I work in percents because this is what makes sense not "pips" and "ticks" my account grows or diminishes a certain percentage I risk "1%" for example not ticks, ticks is what bad dogs have. Was tired of calculating manually every time. Makes it easier to set stop losses, get an idea of what to expect, risk in a kind of worse case scneario, backtest strategies, compare charts etc quickly. More quick now. Example. Bitcoin and NatGas, you do NOT need leverage... optionsellers.com that somehow got surprised by Natgas volatility and squeezed, I think he did not bother doing this... Happens all the time on NatGas, that "short seller catastrophy" that made the headlines was not even that big of a spike... Plenty of way worse ones not long ago
Pine Script® göstergesi
MrRenev tarafından
1
Adaptive ATR Limits█ OVERVIEW This indicator plots adaptive ATR limits for intraday trading. A key feature of this indicator, which makes it different from other ATR limit indicators, is that the top and bottom ATR limit lines are always exactly one ATR apart from each other (in "auto" mode; there is also a "basic" mode, which plots the limits in the more traditional way—i.e., one ATR above the low and one ATR below the high at all times—and this can be used for comparison). █ FEATURES Provides an algorithm to plot the most reasonable intraday ATR top/bottom limits based on currently available information Dynamically adapts limits as the price evolves during the day Works correctly and consistently on both RTH and ETH charts Has a user-selected ADR mode to base the limits on ADR instead of ATR Option to include the current pre-market and previous day's post-market range in the calculation Configurable ATR/ADR averaging length Provides a visual smoothing option Provides an information box showing the current numerical ATR/ADR values Reasonable defaults that work well if the user changes nothing Well-documented, high-quality, open-source code for those interested █ HOW TO USE At a minimum, there is nothing that needs to be set. The defaults work well. The ATR top line (red, configurable) gives you the most reasonable move given the currently available information. The line will move away from the price as the price approaches it; that is normal—it is reacting to new information. This happens until the ATR bottom limit hits the lower of the daily low and the previous day's close (in ATR mode). The ATR bottom line (green, configurable) works the same way, with reversed logic. There is an option to use ADR instead of ATR. The ATR includes the previous day's RTH close in the range, whereas ADR does not. Another option allows the user to add the current day's pre-market range or the previous day's post-market into the current day's range, which has an effect if either of those went outside of today's RTH range, plus yesterday's RTH close (in the default ATR mode). Pre-market and post-market range is not typically included in the daily true range, so only change it if you really know you want it. █ CONCEPTS Most traditional ATR limit indicators plot the top ATR limit one ATR above the current daily low, and the bottom ATR limit one ATR below the current daily high. This indicator can also do that (in "basic" mode), but its value lies in its default "auto" mode, which uses an algorithm to dynamically adapt the ATR limits throughout the day, keeping them one ATR apart at all times. It tries to plot the most sensible ATR limits based on the current daily ATR, in order to provide a reasonable visual intraday target, given the available information at that point in time. "Auto" mode is actually a weighted average of two methods: midpoint and relative (both of which can also be explicitly selected). The midpoint method places the midpoint of the ATR limit equal to the midpoint of the currently established daily range. The relative method measures the currently established daily range and calculates the position of the current price within it (as a ratio between 0 and 1). It then uses that value as a weight in a weighted average of extreme locations for the ATR limits, which are: the ATR top anchored to one ATR above the daily low, and the ATR bottom anchored to one ATR below the daily high. The relative method is more advanced and better for most of the day; however, it can cause wild swings in the early market or pre-market before a reasonable range (as a percentage of ATR) has been established. "Auto" mode therefore takes another weighted average between the two methods, with the weight determined by the percentage of the ATR currently established within the day, more strongly weighting the calmer midpoint method before a good range is established. Once the full ATR has been achieved, the algorithm in "auto" mode will have fully switched to the relative method and will remain with that method for the rest of the day. To explain the effect further, as an example, imagine that the price is approaching the full ATR range on the high side. At this point, the indicator will have almost fully transitioned to the second (relative) method. The lower ATR limit will now be anchored to the daily low as the price hits the upper ATR limit. If the price goes beyond the upper ATR, the lower ATR limit will stay anchored to the daily low, and the upper limit will stay anchored to one ATR above the lower limit. This allows you to see how far the price is going beyond the upper ATR limit. If the price then returns and backs off the upper ATR limit, the lower ATR limit will un-anchor from the daily low (it will actually rise, since the daily ATR range has been exceeded, so the lower ATR limit needs to come up because the actual daily range can’t fit into the ATR range anymore). The overall effect is to give you the best visual indication of where the price is in relation to a possible upper ATR-based target. Reverse this example for when the price low approaches the ATR range on the low side. Care was taken so that the code uses no hard-coded time zones, exchanges, or session times. For this reason, it can in principle work globally. However, it very much depends on the information provided by the exchange, which is reflected in built-in Pine Script variables (see Limitations below). █ LIMITATIONS The indicator was developed for US/European equities and is tested on them only. It is also known to work on US futures; in this case, the whole 23-hour session is used, and the "Sessions to include in range" setting has no effect. It may or may not work as intended on security types and equities/futures for other countries.
Pine Script® göstergesi
BruzX tarafından
3
Average True Range Trailing Mean [Alifer]Upgrade of the Average True Range default indicator by TradingView. It adds and plots a trailing mean to show periods of increased volatility more clearly. ATR TRAILING MEAN A trailing mean, also known as a moving average, is a statistical calculation used to smooth out data over time and identify trends or patterns in a time series. In our indicator, it clearly shows when the ATR value spikes outside of it's average range, making it easier to identify periods of increased volatility. Here's how the ATR Trailing Mean (atr_mean) is calculated: atr_mean = ta.cum(atr) / (bar_index + 1) * atr_mult The ta.cum() function calculates the cumulative sum of the ATR over all bars up to the current bar. (bar_index + 1) represents the number of bars processed up to the current bar, including the current one. By dividing the cumulative ATR ta.cum(atr) by (bar_index + 1) and then multiplying it by atr_mult (Multiplier), we obtain the ATR Trailing Mean value. If atr_mult is set to 1.0, the ATR Trailing Mean will be equal to the simple average of the ATR values, and it will follow the ATR's general trend. However, if atr_mult is increased, the ATR Trailing Mean will react more strongly to the ATR's recent changes, making it more sensitive to short-term fluctuations. On the other hand, reducing atr_mult will make the ATR Trailing Mean less responsive to recent changes in ATR, making it smoother and less prone to reacting to short-term volatility. In summary, adjusting the atr_mult input allows traders to fine-tune the ATR Trailing Mean's responsiveness based on their preferred level of sensitivity to recent changes in market volatility. IMPLEMENTATION IN A STRATEGY You can easily implement this indicator in an existing strategy, to only enter positions when the ATR is above the ATR Trailing Mean (with Multiplier-adjusted sensitivity). To do so, add the following lines of codes. Under Inputs: length = input.int(title="Length", defval=20, minval=1) atr_mult = input.float(defval=1.0, step = 0.1, title = "Multiplier", tooltip = "Adjust the sensitivity of the ATR Trailing Mean line.") smoothing = input.string(title="Smoothing", defval="RMA", options= ) ma_function(source, length) => switch smoothing "RMA" => ta.rma(source, length) "SMA" => ta.sma(source, length) "EMA" => ta.ema(source, length) => ta.wma(source, length) This will allow you to define the Length of the ATR (lookback length over which the ATR is calculated), the Multiplier to adjust the Trailing Mean's sensitivity and the type of Smoothing to be used for the ATR. Under Calculations: atr= ma_function(ta.tr(true), length) atr_mean = ta.cum(atr) / (bar_index+1) * atr_mult This will calculate the ATR based on Length and Smoothing, and the resulting ATR Trailing Mean. Under Entry Conditions, add the following to your existing conditions: and atr > atr_mean This will make it so that entries are only triggered when the ATR is above the ATR Trailing Mean (adjusted by the Multiplier value you defined earlier). ATR - DEFINITION AND HISTORY The Average True Range (ATR) is a technical indicator used to measure market volatility, regardless of the direction of the price. It was developed by J. Welles Wilder and introduced in his book "New Concepts in Technical Trading Systems" in 1978. ATR provides valuable insights into the degree of price movement or volatility experienced by a financial asset, such as a stock, currency pair, commodity, or cryptocurrency, over a specific period. ATR - CALCULATION AND USAGE The ATR calculation involves three components: 1 — True Range (TR): The True Range is a measure of the asset's price movement for a given period. It takes into account the following factors: The difference between the high and low prices of the current period. The absolute value of the difference between the high price of the current period and the closing price of the previous period. The absolute value of the difference between the low price of the current period and the closing price of the previous period. Mathematically, the True Range (TR) for the current period is calculated as follows: TR = max(high - low, abs(high - previous_close), abs(low - previous_close)) 2 — ATR Calculation: The ATR is calculated as a Moving Average (MA) of the True Range over a specified period. The ATR is calculated as follows: ATR = MA(TR, length) 3 — ATR Interpretation: The ATR value represents the average volatility of the asset over the chosen period. Higher ATR values indicate higher volatility, while lower ATR values suggest lower volatility. Traders and investors can use ATR in various ways: Setting Stop Loss and Take Profit Levels: ATR can help determine appropriate stop-loss and take-profit levels in trading strategies. A larger ATR value might require wider stop-loss levels to allow for the asset's natural price fluctuations, while a smaller ATR value might allow for tighter stop-loss levels. Identifying Market Volatility: A sharp increase in ATR might indicate heightened market uncertainty or the potential for significant price movements. Conversely, a decreasing ATR might suggest a period of low volatility and possible consolidation. Comparing Volatility Between Assets: Since ATR uses absolute values, it shouldn't be used to compare volatility between different assets, as assets with higher prices will consistently have higher ATR values, while assets with lower prices will consistently have lower ATR values. However, the addition of a trailing mean makes such a comparison possible. An asset whose ATR is consistently close to its ATR Trailing Mean will have a lower volatility than an asset whose ATR continuously moves far above and below its ATR Trailing Mean. This can help traders and investors decide which markets to trade based on their risk tolerance and trading strategies. Determining Position Size: ATR can be used to adjust position sizes, taking into account the asset's volatility. Smaller position sizes might be appropriate for more volatile assets to manage risk effectively.
Pine Script® göstergesi
AliferCrypto tarafından
1
50% Fib Trend Cloud + ATR BandsThis indicator plots two structural 50% fibonacci midpoints from recent confirmed 'left/right' swings that form a *cloud* of equilibrium, then adds a rolling 50% fibonacci range midpoint based on a lookback window that's wrapped in ATR bands. Importantly, it solves a specific trading problem: Structural midpoints (macro context) are powerful but can lag when price escapes prior ranges. Enter rolling 50% fib + ATR ➡️ which restores real-time balance & tolerance (micro context). Together they show where price is balanced structurally, where it’s balanced right now, and how much volatility to tolerate before acting. ➖➖➖ 🔑 Why this is different Most tools either draw a single midpoint (ex., daily 50%) or ATR bands around a moving average. This script fuses dual swing-based 50% midpoints (structure) + a rolling 50% with ATR (flow), so you don’t lose context when price escapes prior ranges. The cloud tells you who’s in control (fast vs. slow structure). The rolling 50% + ATR tells you how far is “too far” now. ➖➖➖ 🧠 What it does (at a glance) 🔸Structural Equilibrium × 2 (Fib1/Fib2) Two independent 50% midpoints formed from swing pivots (configurable Left/Right bars + optional smoothing). Their gap is the Midpoint Cloud = structural “fair value” zone. 🔸Rolling 50% + ATR Bands A rolling highest/lowest window computes an always-current 50% rolling midpoint plot; ±ATR × length envelopes define a soft value area and over-stretch boundaries. 🔸Actionable Visuals Optional fill between Fib1/Fib2, labels, and candle-overlay modes to instantly read regime (above both / below both / between). 🔸Smart Defaults Timeframe-aware presets for L/R pivots & smoothing; full manual overrides available. ➖➖➖ ⚙️ Calculations (plain-English) 🔸Pivot midpoints (Fib1 & Fib2): 1) Detect a swing using `Left/Right` bars 2) Take the swing’s high/low → compute 50% 3) (Optional) Smooth the line (SMA) to stabilize on noisy TFs 4) Repeat with a different sensitivity to get two distinct midpoints 🔸Rolling midpoint: Highest High / Lowest Low over the last *N* bars → (HH + LL) / 2 🔸ATR levels: `Upper = Rolling50 + ATR × Mult`, `Lower = Rolling50 − ATR × Mult` (Typical: ATR length 14–21; Multipliers 2.236 for L1, 5.382 for L2) ➖➖➖ 🤖 Auto-Configured Presets (with Manual Override) 💡Goal: make the midpoints “just work” on common timeframes while still letting you dial them in. 💡How Auto Presets work When Auto Presets = ON, the script picks sensible L/R/S (Left bars / Right bars / Smoothing) for Fib Trend 1 and Fib Trend 2 based on chart timeframe. 🔸Fib 1 (fast) emphasizes *micro-structure* for quicker bias shifts. 🔸Fib 2 (slow) emphasizes *macro-structure* for anchor/bias context. These defaults keep Fib 1 responsive without jitter and Fib 2 stable without lag. ➡️ Turn Auto Presets = OFF to take full control with the manual inputs described below. ➖➖➖ 🛠 Manual Fib Midpoint Settings (when Auto = OFF) 💡Each midpoint uses three knobs: 🔸Pivot Left (L): bars to the left that must be lower/higher to qualify a swing 🔸Pivot Right (R): bars to the right that must be lower/higher to confirm the swing 🔸Smoothing (S): SMA period applied to the raw 50% midpoint (stabilizes noise) 5-Minute optimized defaults 🔸Fib Trend 1: `L21 / R5 / S55` → responsive local structure (entries/exits, re-balancing zones) 🔸Fib Trend 2: `L55 / R13 / S89` → broader structure (trend context, anchors/stops) Timeframe guidance 🔸1m–3m: may feel a touch laggy → consider ~`L13 / R3 / S34` 🔸15m–1h: defaults remain strong → optionally ~`L34 / R8 / S89` 🔸4h+ : increase span for stability → `L89–144 / R13–21 / S144–233` ➡️ Rule of thumb: shorter L/R = faster detection, longer S = smoother line. Tune until Fib 1 captures the “active swing” and Fib 2 captures the “dominant swing” without whipsaw. ➖➖➖ 🎛 Inputs (quick reference) 🔸Fib Trend 1/2: Source (High/Low/Close), Left/Right bars, Smoothing length, Show/Hide, Cloud fill toggle 🔸Rolling 50%: Lookback length, Price basis (Wicks/Close/HLC3/OHLC4), Plot scope (Full / Last N / None) 🔸ATR Bands: ATR length, Multipliers (L1/L2), Plot scope, Line width/colors 🔸Overlay & Labels: Candle overlay mode, Label padding/size, 50% centerline toggle, Plot widths ➖➖➖ 🖍️ Candle Coloring & Overlay Modes 💡Purpose: make trend instantly visible on the candles and ATR levels. 1) Color Logic (dropdown) 🔸 Fib Midpoints — Colors by position of price vs. Fib 1 & Fib 2 🔸ATR Zones — Colors by which ATR zone price is in relative to the Rolling 50% ➡️ Price Reference: Choose the input used for the decision (Close, HL2, OHLC3, OHLC4). ➡️Tip: Close is crisp; HL2/OHLC variants are smoother. 2) Overlay Style (dropdown) 🔸 None — No visual change to candles 🔸 Bar Color — Uses `barcolor()` to tint built-in candles (this takes into account your Trading View settings, for instance if you have wicks set to white, they will show up as white with this setting) 🔸 PlotCandles — Draws unified custom candles (body, wick, border) with the same color for maximum clarity 💡Practical use 🔸 Pick Fib Midpoints to read structural bias at a glance (above/below/between the cloud). 🔸 Pick ATR Zones to read value vs. stretch around the Rolling 50% (mean-reversion vs. trend extension). ➖➖➖ 📘 How to use A) Trend confirmation - Strong bullish bias when price holds above both structural mids; strong bearish when below both. - Use the Rolling 50% + ATR as a dynamic re-entry zone: pullbacks that respect ATR(L1) often continue the prevailing trend. B) Transition / mean reversion - Inside the Cloud (between Fib1 & Fib2) treat behavior as neutralization/re-balancing; range tactics tend to outperform momentum plays. - In ranges, fades near ±ATR around the rolling 50% can mark short-term edges. C) Breakout context - When price leaves the Cloud, the Rolling 50% keeps you anchored so price never feels “floating.” A clean hold outside ATR(L1/L2) suggests regime strength; quick re-entries hint at traps. ➖➖➖ 🖼 Chart examples ➡️ Each snapshot shows how the Cloud (structure) and the Rolling 50% + ATR (flow) work together. 1) 1-Minute Downtrend – Cloud as Dynamic Ceiling - The Cloud slopes down; pullbacks repeatedly fail under the Cloud’s underside. - Rolling 50% (dashed mid) + ATR(L1) act as a reversion band: rallies stall near upper ATR and rotate lower. 2) 15-Minute Persistent Drift – Structure Guides, Flow Times Entries - Long drift lower with Cloud overhead. - Consolidations near the rolling mid resolve in the trend direction; ATR bands frame risk on each attempt. 3) 15-Minute Uptrend (BTC) – From Cloud Escape to Value Stair-Step - After escaping the prior Cloud, rolling 50% + ATR establish a new higher value area. - Pullbacks into ATR(L1) produce orderly stair-steps; Cloud remains supportive on deeper dips 4) 5-Minute BTC – Pullback to Value then Rotate - Strong leg up; retrace tags lower ATR band and rotates back toward the rolling mid. - Labels (Fib1/Fib2) make the structural context explicit for decision-making. ➖➖➖ 🧪 Starter presets - Intraday (5–15m): Fib1 ~ L21/R5 (smooth 5), Fib2 ~ L55/R13 (smooth 9) • Rolling = 55 • ATR = 14 • L1 = 2.5x, L2 = 5.0x - Scalping: Shorten lookbacks & smoothing; keep ATR multipliers similar, or tighten L1. - Swing: Lengthen all lookbacks; consider ATR length 21–28. ➖➖➖ 🏁Final Word This script is not just a visual tool, it’s a complete trend and structure framework. Whether you're looking for clean trend alignment, dynamic support/resistance, or early warning signs of a reversal, this system is tuned to help you react with confidence — not hindsight. Rembember, no single indicator should be used in isolation. For best results, combine it with price action analysis, higher-timeframe context, and complementary tools like trendlines, moving averages etc Use it as part of a well-rounded trading approach to confirm setups — not to define them alone. --- 💡Turn logic into clarity. Structure into trades. And uncertainty into confidence.
Pine Script® göstergesi
MYNAMEISBRANDON tarafından