</> Codebase - atr
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Volume Weighted Average Price ATR Bands – VWAPAB
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.
average
volume
vwap
atr bands
atr
moving average
Indicators / Signals
Hull Moving Average ATR Bands – HMAAB
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.
atr
average
clonex
hull moving average
atr bands
indicator
trend
Money Management
ATR Volatility Money Management Sizing
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..
atr
mm
sizing
volatilits
Columns > Trade list
ATR(14) on Open
This snippet shows you the value of ATR(14) at the time the position was opened.
atr
Indicators / Signals
ATR Percent Rank
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.
technical analysis
atr
percent rank
volatility
clonex
Indicators / Signals
ATR Percent
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.
indicator
technical analysis
atr