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Média de Amplitude de Variação (ATR)

Average True Range Take profit (ATR)Average True Range Take Profit An objective method of determining an initial Take Profit and Stop Loss, based on true market volatility and not arbitrary price levels. Take Profit Levels and Stop Loss Levels are calculated based on multiples of Average True Range Features & Functions Option to switch between long or short Default Value Take Profit 1 = 1x ATR. Take Profit 3 = 2x ATR. Take Profit 5 = 3x ATR. Stop Loss 2 = 1.5x ATR. Basline 13 exponential moving average (EMA) (2) Extra options ATR Take Profit 2 = 1,5x ATR. Take Profit 4 = 2,5x ATR. Take Profit 6 = 3,5x ATR. Take Profit 7 = 4x ATR. Take Profit 8 = 4,5x ATR. Take Profit 9 = 5x ATR. Stop Loss 1 = 1x ATR. Stop Loss 3 = 2x ATR. Extra options MA Simple moving average (SMA) (1) Weighted Moving Average (WMA) (3) Hull moving average (HMA) (4) Volume Weighted Moving Average (VWMA) (5) R moving average (RMA) (6) Triple exponential moving average (TEMA) (7)
Indicador Pine Script®
por Plextorlittlefield
10
Lancelot ATR Volume MeterThis is an experiment I did a while back ago. I often think On Balance Volume is a great indicator as trend direction and volume cannot lie. However, I bumped into a few problems. It is slow, doesn't show volatility and often time it is prone to chop. That's why I added ATR to the equation. Original OBV calculation src > 0? : +volume : src < 0? -volume Modified OBV with ATR src > 0 ? +volume * (volume / atr) : src < 0? -volume * (volume / atr) I have used 2 ema for this modified OBV. ema 3 ema 18 By adding ATR to the equation we can smooth out many erratic price movement. (Stop hunting) Also, when price move slowly but steady, often prepping for a big move, this indicator will move faster. In short, this indicator prevents you from being stop hunted and also provide great entry for a trending market. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Indicador Pine Script®
por Lancelot_Augur
19
Lancelot Band - ATR Reversal+Trending IndicatorThis is an indicator I created recently, with the mind of spotting where price might reverse and where the price is trending. You can see this as the primary indicator for your system, however, it is recommended you use this in conjunction with other confirmation indicators. This script focus solely on ATR or Average True Range. This indicator is the combination of the baseline from the Ichimoku cloud and the concept of the Keltner channel. Baseline period = 14 ATR period = 14 ATR Mult = 1.5 For reversal Long when price crossover Lower band & Stop loss at xLower band Sell when price crossunder Upper band & Stop loss at xUpper band For Trend Following Long when price crossover xUpper band and Stop loss at Upper band Short when price crossunder xLower band and Stop loss at Upper band Again, you will need other indicators to help you to succeed in this system. This indicator will not generate the best exit for your position but will generate a good entry signal when you use it with both volume indicator and exit indicator. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Indicador Pine Script®
por Lancelot_Augur
ATR (Average True Range) By TimeWhat is ATR By Time? This premium indicator was inspired by my RVOL By Time indicator . It works on Stocks, Forex, Crypto and most Futures markets. Instead of calculating the ATR by recent price data, it calculates an ATR value for each candle based on that candle’s time of day. For example, if you set the Lookback setting on this indicator to 14, then instead of calculating the ATR based on the past 14 candles, it will calculate an ATR value based on the past 14 trading sessions for each candle. This is extremely useful for day traders in particular as it allows you to gauge the average range of candles during certain times of day instead of only by the most recent price action. It also draws a regular ATR (optional) – so this is essentially an enhanced ATR script that gives you multiple readings on price volatility. If you are interested, you can purchase access to the script or register for a free trial on my website: ATR By Time Feature Page . Why Does It Cost Money? The reason why this is a premium script that requires payment to access is because it took a lot of time, research and development in order to create. The other advantage of charging for it is that it retains exclusivity to only a select few dedicated traders. By paying the yearly fee you get access to ALL of my premium indicators including lifetime updates and technical support. If you don’t want to pay for this script then I completely understand and I have plenty of other free indicators and scripts that you might be interested in! Free Trial I am a trader myself and so I know how skeptical you might be that this indicator is worth your time and money. That is why I am offering a free trial of this indicator. All you need to do to initiate your trial is Join My Mailing List/ on my website: zenandtheartoftrading.com How It Works This script uses a complex formula to calculate ATR values across distant historical bars. Depending on the timeframe you select it will skip through historical bars to find previous bars from the same time of day. It collects these values then applies the traditional ATR formula to them. The ATR value is determined by the maximum result of the following three calculations: - Current high minus the current low - The absolute value of the current high minus the previous close - The absolute value of the current low minus the previous close - Whichever of these three calculations comes out highest, that is your ATR for the given candle. Once this value is calculated for historical bars the ATR indicator’s reading is typically determined by a 14-period moving average of these individual ATR values. So the ATR reading you see on your screen is an average of the past 14 ATR values. This means that as markets expand and contract this volatility reading will adapt to the change in candle price ranges. The difference with the ATR By Time indicator’s calculation formula is that rather than referencing recent bars it references bars based on their time of day. For example, if you are on the 1-Hour chart and you check the ATR By Time value at 9:00AM with a Lookback period of 14, then the value you see will be the result of the ATR calculation of every 9:00AM 1-Hour candle over the past 14 trading sessions. You can also choose to enable the ATR moving average in the settings menu if you wish. This will give you a smoothed ATR reading by averaging the current session’s ATR value with previous sessions. This versatility gives you a sophisticated reading on price volatility which is particularly helpful for day trade setups based around market opens or market closes when volatility tends to spike. The regular ATR indicator will not account for this on the lower timeframes, but this indicator will! Examples Stocks - Heatmap Scheme with regular ATR Stocks - Price Scheme - No ATR Stocks - Traffic Scheme - Session Average Line RMA Stocks - Trigger Scheme - 10 sessions Forex - RMA Forex - No RMA Forex - Normal ATR Stop Forex - Session ATR Stop
Indicador Pine Script®
por ZenAndTheArtOfTrading
1
Alert-QuarryLake Indicator Map - ATR Trend Following Strategy A lot of times I don't like my chart crowding with indicators, thus the reason for creating this script for my strategy QuarryLake. This script also comes with alert. Below is the explanation for QuarryLake I have also updated the script in version 4. This strategy consists of 3 indicators that I found works quite well together. Keltner Channel, Waddah Attah Explosion, and Volatility Stop. You can find WAE here KC Period = 200 KCATR = 5 Vstop Period = 3 Vstop Mult = 1.5 Long when close > KC, close > Vstop, WAE trendUp Short when close < KC, close < Vstop, WAE trendDown Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Indicador Pine Script®
por Lancelot_Augur
4
CloudRest ATR based cloudThis is an indicator I have been working on for the past 2 years, developed specifically for cryptocurrency. It is primarily a trend following indicator with great success and it performs the best in 4hrs to the weekly chart. There are two components of this indicator. The baseline from Ichimoku cloud and volatility stop . baseline period = 26 volatility stop = 1.5ATR, 3 You can view this as the main component of a trend following system but you will need other confirmation indicators to confirm your entry. Feel free to modify the script for your own system. Feel free to follow me on twitter @Lancelot_Auger I will be posting more content in the future, stay tuned. And lastly, Free hong kong, the revolution of our time!
Indicador Pine Script®
por Lancelot_Augur
3
ATR + Trailing StopsSimple visualisation of Average True Range in Pinescript V4. The script has two modes: Running and Trailing. In Running mode, it continuously displays the ATR above and below the price. Specifically, it displays the High and Low price plus and minus the ATR times a user-supplied multiplier. This can be helpful for visualising volatility. In Trailing mode, it displays the same ATR line, except the line trails until price crosses it. When price crosses it, it flips from long to short or vice-versa. You could use trailing ATR as a stop loss. Adjust the multiplier and lookback period for your asset and preference.
Indicador Pine Script®
por SimpleCryptoLife
46
CoinExpert TrendTrend Analysis, shows clear direction of the market Includes automatic Zig-Zag tracement to show reversals coming up & also has a refined version of different variants of MA's to show really strong support/resistance channels. Combined with CoinExpert Oscillator and CoinExpert Overlay it is possibly the best trading tool up to now. This is not an indicator, this is a WINdicator! For access and prices, add me on Discord, Amnesio#0001 or message me here, on Tradingview.
Indicador Pine Script®
por GeorgeImbrea