</> Codebase - percent rank
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Is Greater/Is Lower Percentile Rank Comparison
Is Greater/Is Lower Percentile Rank Comparison
percent rank
percentile
if greater
is lower
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
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