</> Codebase - atr

Volume Weighted Average Price (VWAP) ATR Bands is a technical analysis indicator that combines the concepts of Volume Weighted Average Price (VWAP) and Average True Range (ATR) to create dynamic support and resistance levels, or "bands", around the VWAP line. This indicator helps traders to gauge the volatility and price action around the VWAP, providing additional insights for potential trade setups.

Hull Moving Average (HMA) ATR Bands is a technical analysis indicator that combines the concepts of Hull Moving Average (HMA) and Average True Range (ATR) to create dynamic support and resistance levels, or "bands", around the HMA line. This indicator helps traders to gauge the volatility and price action around the HMA, providing additional insights for potential trade setups.

In situations where short-term volatility is rising or falling, it may make sense to change the position size. This snippet in StrategyQuant X that allows you to increase/decrease the size of a trade based of short-term volatility..

This snippet shows you the value of ATR(14) at the time the position was opened.

ATR Percent rank gives the percentile rank of the current Average True Range compared to the X periods previous ones. By comparing the recent ATR to the previous behavior of it on the same instrument, we can have a clearer view of what the current volatility means in Time because of its ranking in percentage.

Average True Range Percent ( ATRP ) expresses the Average True Range (ATR) indicator as a percentage of a bar's closing price. 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.