This Indicator displays the two different Averange Percentage Range (APR) and the Percentage Range of the current bar.
If the long term APR is over the short term it indicates a lower volatility otherwise a higher.
You can set the calculation method, rising for (highest/lowest-1)*-100 or falling for (lowest/highest-1)*-100.
*Past Performance Does Not Guarantee Future Results*
*Strategy created for backtesting purposes only.
*Backtesting assesses the viability of a trading strategy or pricing model by discovering how it would have played out retrospectively using historical data.
* Please be sure to read all updates below as the information below could change with future updates.
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Trying to include few basic things which is needed for strategy which can be used as template.
Few important components
Strategy parameters
Few important parameters include - initial_capital, default_qty_type, default_qty_value, commission_type, pyramiding and commission_value. All my strategies will have similar settings with initial captial set to 20000 to...
This is an indicator that expands the usability of ATR into a strong and valuable volatility indicator.
With the Relative ATR you can quickly see when the current market volatility its extremely low, normal or extremely high in relation to the past.
This provides traders with a much more valuable insight as to the current market conditions than normal volatility...
This script looks for a period with increased volatility, as measured by ATR (Average True Range), then it looks for a high or a low in that area.
When price is above EMA (200 is default, can be changed), it looks for the highs and adds multiples of ATR to the high. Default values for multipliers are 3,9 and 27, meaning that the script will show 3xATR level above...
Hello everyone, this indicator, which is similar to the Most indicator, which is one of the most used indicators in the market, also has the following features.
1. BB and BS point: HMA 200 bar was used for BB point. The same applies to BS. When the last closing price crosses HMA200 up, BB signals, and when it crosses down, BS signal comes.
2. GO and ATTENTION...
This indicator shows the annualized volatility, computed using the ewma method. It also uses average true range (ATR) as the daily return, rather than the typical close-to-close percentage change. You can uncomment the "comparison" series to see how it compares to the standard deviation, daily log return method. The standard deviation method weights all periods...
ATR backtester... input the desired number of bars backwards (I'd recommend 100 or so), and then it'll spit out in the columns on the right side of the screen how many times each ATR was hit. Helps to tell at a glance where bullish and bearish is for the stock. May not be insanely useful since you can just look at the chart, but feel free to use the code yourself...
This iGROW_Supertrend Strategy is based on the very popular and widely used indicator Supertrend. Supertrend is one of the most common ATR based trailing stop indicator. The Average True Range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value.
In this Supertrend strategy, 3 Supertrends have been used with different...
Back to my favourite supertrend. But, this time on the basis of zigzag pivots.
This is similar to forming supertrend based on pivot high lows - but instead of using pivot poitns, we are using zigzag pivots here.
Zigzag is derived using the same method as this script:
But, have removed labels and display options of zigzag. Older lines are also immediately...
SD - Average True Range - Daily Weekly Monthly Yearly v5
It gives ATR intervals as 4 hours, daily, weekly, monthly and yearly. The expectation is to fill the ATR targets within the specified ranges. It can be used to determine target points on charts with a clear direction on the train.
Unlike the previous version, it is provided to use 2 different periods in...
Hi Friends & TradingView community.
Greetings to you.
Many traders use ATR to set Stop loss.
The built in ATR indicator plots the ATR values as a line. However, many traders do not want the ATR to be plotted on their charts, but are only interested in the ATR value as such.
This script does that - it just prints the latest ATR with your set Multiplier value...
MFI/STOCH Hidden Divergence/Trend Beater
General Idea:
My premise around this strategy was to make a general strategy for crypto that would help out with finding entry positions for when you’re bullish on a crypto and want to hold on for a while, and at the same time avoiding massive drops. Essentially a way to mix long term/ swing trading; I somewhat achieved...
Hello Traders,
I would like to introduce you volatility semaphore support&resistance levels. The idea is the same as the pivot
semaphore script of mine to spot the importance of support&resistence.
It is little bit different than previous script as it uses different line API than previous volatility support& resistance multi timeframe . You have more control...
Here I present you on of Trade Pro's Trading Idea: Chaikin Money Flow + MACD + ATR.
This strategy is not as profitable as it can be seen in one of his videos. In the forex market, the strategy could reach a maximum of 35% profitability.
I have, as some of my followers have requested, created an overview of the current position, risk and leverage settings in the...
SPSC
What is this?
SPSC, or Simple Position Size Calculator, is a tool designed to help with long entries and risk management. You can set 3 separate take profit levels, your stop loss, and desired risk percentage of your overall capital. There is also an option to plot historical take profit and stop loss levels.
GLHF! - NFA!
The biggest issue with momentum following strategies is over signaling during whipsaw periods. I created this strategy that measure momentum with DEMA (Fast Moving) and EMA (Slow moving). In order to mitigate over signaling during whipsaw periods I implemented the average true range percentage (ATRP) to measure realized volatility. If momentum is picking up while...
This strategy will Long when:
Confirmation #1: when volume is relatively high
Confirmation #2: during periods of price consolidation (See )
It exits when either (a) stop loss limit is reached, or when (b) price actions suggest trend is bearish.
Measuring price volatility to assume consolidation:
For each candlestick, we quantify price volatility by...
![ETHUSD: Rosebud Trend Backtest [DepthHouse]](https://s3.tradingview.com/b/blzHcf2L_mid.png "Rosebud Trend Backtest [DepthHouse]")
![ETHPERP: Volatility semaphore Support&Resistance multi timeframe [LM]](https://s3.tradingview.com/p/pjc8Csn5_mid.png "Volatility semaphore Support&Resistance multi timeframe [LM]")
![AAPL: [KL] Relative Volume Strategy](https://s3.tradingview.com/h/HNmT0VUi_mid.png "[KL] Relative Volume Strategy")
