</> Codebase - technical analysis
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
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
Indicators / Signals
TTM Squeeze
TTM Squeeze is a volatility and momentum indicator introduced by John Carter of Trade the Markets (now Simpler Trading), which capitalizes on the tendency for price to break out strongly after consolidating in a tight trading range.
indicator
technical analysis
squeeze