</> Codebase - atr
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
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
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