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Média de Amplitude de Variação (ATR)

ATR Stoploss Lines - Minimize Risk | Maximize ProfitThe ATR Stoploss is best used as a trailing stop. While actively managing your trades, move your stops up as price increases/decreases. There is an offset of 1 candle, so the ATR will only be based on closed candles. This prevents you from moving your stop's when you really shouldn't. The top lines are used for short positions and the bottom lines are used for long positions. You can adjust the distance of the ATR lines from your candles by changing the multiplier in the settings. You may want to increase the multiplier to 2-3 on less volatile assets, and keep it ~1.75 for volatile assets like BTC. Feel free to reach out if you need any tips or more help with using these. Just remember, this indicator should only be used to manage your trades, not enter them.
Indicador Pine Script™
por ThomasDParker
1
London Breakout with MDX Trailing StopThis indicator aims to aid in using the regular London Breakout strategy, as well as improve on it by adding a trailing stop based on the Mean Deviation Index. The London Breakout strategy (according to my personal understanding) basically sees the morning before London open as the accumulation or distribution range for large buyers or sellers, and assumes the market will break either above that mornings high or below that mornings low when they start to move price. It is mostly used to trade stock indices and forex. This indicator plots the morning high and low for each day. The green line is the morning high, and the red line is the morning low. If price moves above the green line (the morning high) it fills that area with a green color. If price moves below the green line (the morning low) it fills that area with a red color. This makes the breakouts easy to spot. The background color of the chart turns green when the MDX is above 0 (price is more than X times ATR above the mean) and a breakout above the morning high has occurred, and stays green until the opposite happens. The background color of the chart turns red when the MDX is below 0 (price is more than X times ATR below the mean) and a breakout above the morning high has occurred, and stays green until the opposite happens. The default for X above is 1.0, but this can be changed in the settings by changing "ATR Multiplier". The background is always neutral during the morning session since the morning high and morning low are not established yet. A trailing stop is shown when price is more than X times away from the mean and a breakout has occured. The distance is set using the MDX. The trailing stop uses a separate ATR multiplier though, to make the signal and trailing stop MDX values different, if one likes. The default ATR multiplier for the trailing stop is 1.25, but this can be changed is the settings by changing "ATR multiplier for trailing stop". When the high or low of a candle breaks the trailing stop, it is moved further away, indicating you have been stopped out, but gives opportunity to use it if you enter again (so it doesn't just disappear). As an added bonus, take profit levels have been added based on the mornnig range. The take profit distance is set by multiplying the range with a factor. The levels are then plotted that distance from the morning high and morning low. MDX:
Indicador Pine Script™
por lejmer
3
Current vs. Average price performance (daily and weekly)This indicator is to be used only by the values it gives back, don't use the lines . In "current week days" choose number of days that already BEGAN this week (ex. on Wednesday type 3) Green1 - Current Daily Range Orange1 - Average Daily Range Green2 - Current Weekly Range Red1 - Average Weekly Range Orange2 - Today's price movement compared to the average daily price movement (in percentage) Red2 - This week price movement compared to the average weekly price movement (in percentage) By these values you can check how price performed today and this week in comparison to the average daily and weekly values - you can check with some probability if the movement is already exhausted or price can do some more action.
Indicador Pine Script™
por Grzechu789
BERLIN Range Index | Panel versionThe original problem: The choppiness index is great at finding ranging markets, but it is sometimes very slow, which means most of the time it only catches the end of a trend. This indicator tries to solve this. It uses the choppiness index and filters it using a factor that is based on the standard deviation of the ATR. The ATR based filter is calculated by first calculating the running standard deviation of the ATR, and then looking at that in relation to its recent low to find a filtering factor to use on the choppiness index. This makes the choppiness index more reactive to trends, but also slightly more likely to missidentify ranges. This is the panel version of the indicator. It plots the index and min/max values, as well as background colors to tell you when it thinks the market is ranging or trending. Yellow = Trending Transparent gray = Ranging
Indicador Pine Script™
por lejmer
10
BERLIN Range Index | Bar color versionThe original problem: The choppiness index is great at finding ranging markets, but it is sometimes very slow, which means most of the time it only catches the end of a trend. This indicator tries to solve this. It uses the choppiness index and filters it using a factor that is based on the standard deviation of the ATR. The ATR based filter is calculated by first calculating the running standard deviation of the ATR, and then looking at that in relation to its recent low to find a filtering factor to use on the choppiness index. This makes the choppiness index more reactive to trends, but also slightly more likely to missidentify ranges. This is the bar color version of the indicator. It changes the color of the bars when it it thinks the market is ranging and when it thinks it is trending. Yellow = Trending Transparent gray = Ranging
Indicador Pine Script™
por lejmer
5
Average True Range Percentage (ATRP)ATR measures volatility, but you can't compare one instrument vs. another with it because the ATR value will be different depending on the price of the instrument. I went searching for something like ATR but with percentages, so you could compare one stock vs. another to find who is more volatile and found this . It was exactly what I was looking for, so decided to re-create it in TradingView. Enjoy! Description Average True Range Percent (ATRP) expresses the Average True Range (ATR) indicator as a percentage of a bar’s closing price. How this indicator works ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not. ATR measures volatility at an absolute level, meaning lower priced stock will have lower ATR values than higher price stocks. ATRP displays the indicator as a percentage, to allow for securities trading at different prices per share to be compared. Calculation ATRP = (Average True Range / Close) * 100
Indicador Pine Script™
por millerrh
29
Normailzed CandleThis indicator normalizes Day's candle with Open. Idea is to see the daily movement in the context of the Open of the Day. Larry Williams talks about Open being the most important price of the day. Hence, this indicator. The Green line is average Open-to-High for occurrences of Red days. The Red line is average Open-to-Low for occurrences of Green days. Average are not perfect calculations since occurrences(of Red or Green) will vary within the time-span used for averages. These can used to gauge likelihood of the intra-day price reversal. If the price exceeds green/red line, there is higher likelihood of the price closing above/below open. The blue lines are average Open-to-close for Green and Red occurrences. Be careful on days where consecutive 3rd Highest High or Lowest Low day is made and also on the next day after such day. Prices may turn direction at least for a short while. The precursor to this script of the Candle Infopanel script. That script was just numbers in panel and this is a graphical representation. I Some of the calculations from original script are commented here because it would make visuals clutters (and probably the left-out calculation are not critical to making trade decisions!)
Indicador Pine Script™
por Masa_1234
4
Candle Information Panel//This indicator shows Day's candle measurements with past averages. First column shows the candle details for the present day. //"Open - Low", "High - Open", "Range(=High-low)", "Body(open-close)" //Averages are calculated for occurences of Green and Red days. Up Averages are for Green days and Down Averages are for Red days. //Average are not perfect calculations since occurences(of Red or Green) will vary within the timespan used for averages. //This can used to guage general sense of probability of the price movement. //e.g. if the Open to Low for a day exceeds UpAv value, then there is higher likelihood of day being Red. //similarly, trade can be held in expectation of price reaching the DnAv and stop loss can be trailed accordingly. //Not a perfect system. But something to work on further to increase price action understanding. //Be careful on days where consecutive 3rd Highest High or Lowest Low day is made and also on the next day after such day. Prices may turn direction at least for a short while. Complete Credit goes to @pinecoders who gave me the main script on tradingview chat room.
Indicador Pine Script™
por Masa_1234
Trailing ATR StopsThis script plots a trailing stop of the ATR multiplied by a user-defined number. Since it is meant to be used as a trailing stop, the value doesn't fluctuate with the price as a normal ATR indicator does, but stays fixed unless price moves away from it. In that case it follows the price. If price crosses the stop level, it resets itself based on current price and starts trailing all over again. User Settings: Support - Use for a trailing stop while long Resistance - Use for a trailing stop while short Both - Acts like a channel and can spot periods of lower volatility
Indicador Pine Script™
por millerrh
3