ATR Volatility giua64

ATR Volatility giua64 – Smart Signal + VIX Filter

📘 Script Explanation (in English)
Title: ATR Volatility giua64 – Smart Signal + VIX Filter

This script analyzes market volatility using the Average True Range (ATR) and compares it to its moving average to determine whether volatility is HIGH, MEDIUM, or LOW.

It includes:

✅ Custom or preset configurations for different asset classes (Forex, Indices, Gold, etc.).

✅ An optional external volatility index input (like the VIX) to refine directional bias.

✅ A directional signal (LONG, SHORT, FLAT) based on ATR strength, direction, and external volatility conditions.

✅ A clean visual table showing key values such as ATR, ATR average, ATR %, VIX level, current range, extended range, and final signal.

This tool is ideal for traders looking to:

Monitor the intensity of price movements

Filter trading strategies based on volatility conditions

Identify momentum acceleration or exhaustion

⚙️ Settings Guide
Here’s a breakdown of the user inputs:

🔹 ATR Settings
Setting Description
ATR Length Number of periods for ATR calculation (default: 14)
ATR Smoothing Type of moving average used (RMA, SMA, EMA, WMA)
ATR Average Length Period for the ATR moving average baseline

🔹 Asset Class Preset
Choose between:

Manual – Define your own point multiplier and thresholds

Forex (Pips) – Auto-set for FX markets (high precision)

Indices (0.1 Points) – For index instruments like DAX or S&P

Gold (USD) – Preset suitable for XAU/USD

If Manual is selected, configure:

Setting Description
[Manual] Points Multiplier Multiplies raw price ranges into useful units (e.g., 10 for Gold)
[Manual] Low Volatility Threshold Threshold to define "LOW" volatility
[Manual] High Volatility Threshold Threshold to define "HIGH" volatility

🔹 Extended Range and VIX
Setting Description
Timeframe for Extended High/Low Used to compare larger price ranges (e.g., Daily or Weekly)
External Volatility Index (VIX) Symbol for a volatility index like "VIX" or "EUVI"
Low VIX Threshold Below this level, VIX is considered "low" (default: 20)
High VIX Threshold Above this level, VIX is considered "high" (default: 30)

🔹 Table Display
Setting Description
Table Position Where the visual table appears on the chart (e.g., bottom_center, top_left)
Show ATR Line on Chart Whether to display the ATR line directly on the chart

✅ Signal Logic Summary
The script determines the final signal based on:

ATR being above or below its average

ATR rising or falling

ATR percentage being significant (>2%)

VIX being high or low

Conditions Signal
ATR rising + high volatility + low VIX LONG
ATR falling + high volatility + high VIX SHORT
ATR flat or low volatility or low %ATR FLAT

Notas de prensa

v8.2— Updates:

Upgraded to Pine Script v6
Fixed volatility signal colors: 🟢 = high volatility (good conditions to trade), 🔴 = low volatility (wait)
Added compact/detail toggle — compact shows only: signal, ATR, VIX, Saturation%, 4H trend, Final signal
Added selectable table position (9 options)
Added table size input
Fixed 4H filter logic
Default preset changed to Gold
Improved alert conditions — specific alerts for LONG, SHORT, WARNING, EXHAUST, State Change

Notas de prensa

v2.1 — Bug fixes & improvements

[Fix] WARN signals (WARN: FINE LONG / WARN: FINE SHORT) now correctly use the 4H trend filter (is_bull_4h) instead of the current timeframe EMA — previously the warning could trigger on a trend that the system would never have traded
[Fix] Removed trend4hShort variable that was declared but never used
[Fix] Table is now initialized as na and created only on barstate.islast, removing the unnecessary table.new(1,1) call on bar 0
[Improvement] warn_bars (number of consecutive ATR declining bars to trigger WARN) is now a configurable input (default: 3, range: 2–10)
[Improvement] exhaust_thresh default changed from 110% to 90% — more realistic for intraday XAUUSD
[New] Added ATR ↑ / ATR ↓ cell in both compact and detail table modes — green if ATR is rising, red if falling

Notas de prensa

ATR Analytics PRO | giua64 — v2.2 Update
🐛 Bug Fix — BULL/BEAR missing in compact mode
The BULL/BEAR signal was only visible in the full detail view. Now it appears in compact mode as well.
🆕 Current TF Saturation added (Sat TF)
In addition to the Daily saturation, a real-time saturation indicator for the current timeframe is now displayed in both compact and detail views. Useful for spotting local exhaustion on lower timeframes.
🆕 VIX Timeframe now selectable
VIX was previously fixed to the Daily timeframe. You can now choose between Daily and 1H for a more reactive reading during intraday sessions.
🆕 WARN lookback rebalanced
The price lookback for WARN signals was set to 5 bars — too sensitive on fast timeframes. Now defaults to 10 bars and is fully configurable via input. Fewer false warnings on 3M and 5M charts.
📌 Usage Note
This indicator works best as a context panel, not as an entry signal for scalping on 3M/5M. Recommended use: monitor 4H:BULL/BEAR for dominant direction and ATR ↑/↓ for volatility state. For scalping entries, rely on faster tools (UT Bot, LRSI).

Amateur indicator — not financial advice.
giua64

Script de código abierto

Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.

giua64

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La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.

Script de código abierto

giua64

AQUILE REALI – Educational tools by giua64

También en: