ATR by Session Library [1CG]

Library "ATRxSession"
This library shows you how big the bars usually are during a trading session. It looks only at the times you choose (like New York or London hours), measures the “true range” of every bar in that session, then finds the average for that session. It keeps the last N sessions and gives you their overall average, so you can quickly see how much the market typically moves per bar during your chosen session.

Call getSessionAtr(timezone, session, sessionCount) from your script, and it will return a single number: the average per-bar volatility during the chosen session, based on the last N completed sessions. This makes it easy to plug session-specific volatility into your own indicators or strategies.

getSessionAtr(_timezone, _session, _sessionCount)
getSessionAtr - Computes a session-aware ATR over completed sessions.
Parameters:
_timezone (string): (string) - Timezone string to evaluate session timing.
_session (string): (string) - Session time range string (e.g., "0930-1600").
_sessionCount (int): (int) - Number of past completed sessions to include in the rolling average.
Returns: (float) - The average ATR across the last N completed sessions, or na if not enough data.

Notas de prensa

v2

Updated: Calculations now use Wilder's Smoothing.
getSessionAtr(_timezone, _session, _sessionCount, _atrLength)
getSessionAtr - Computes a session-aware ATR over completed sessions.
Parameters:
_timezone (string): (string) - Timezone string to evaluate session timing.
_session (string): (string) - Session time range string (e.g., "0930-1600").
_sessionCount (int): (int) - Number of past completed sessions to include in the rolling average.
_atrLength (int): (int) - Wilder ATR smoothing length applied to in-session bars (defaults to 14).
Returns: (float) - The average ATR across the last N completed sessions, or na if not enough data.

Notas de prensa

v3

Updated:
getSessionAtr(_timezone, _session, _sessionCount)
getSessionAtr - Computes a session-aware ATR over completed sessions.
Parameters:
_timezone (string): (string) - Timezone string to evaluate session timing.
_session (string): (string) - Session time range string (e.g., "0930-1600").
_sessionCount (simple int): (int) - Number of past completed sessions to include in the rolling average and ATR smoothing.
Returns: (float) - The session ATR, with automatic fallback to standard ATR when needed.

Simplified API: getSessionAtr(_timezone, _session, _sessionCount) only; removed ATR length and timeframe parameters.
Session ATR smoothing now uses _sessionCount exclusively (also used for fallback length).
Built‑in fallback: when the session fits inside a single bar or session ATR is invalid, it returns standard ta.atr(_sessionCount).

Notas de prensa

v4

Added:
sessionAtrFromConfig(_config)
sessionAtrFromConfig - Session ATR using the library-owned config UDT.
Parameters:
_config (SessionAtrConfig): (SessionAtrConfig) - Consumer-facing session ATR config.
Returns: (float) - Session ATR with fallback handling.

SessionAtrConfig
SessionAtrConfig Consumer-facing inputs for session-scoped ATR.
Fields:
timezone (series string): IANA timezone used for session timing.
session (series string): TradingView session string.
sessionCount (series int): Number of completed sessions to average.

Updated:
getSessionAtr(_timezone, _session, _sessionCount)
getSessionAtr - Computes a session-aware ATR over completed sessions.
Parameters:
_timezone (string): (string) - Timezone string to evaluate session timing.
_session (string): (string) - Session time range string (e.g., "0930-1600").
_sessionCount (int): (int) - Number of past completed sessions to include in the rolling average and ATR smoothing.
Returns: (float) - The session ATR, with automatic fallback to standard ATR when needed.

Biblioteca Pine

Fiel al espíritu de TradingView, el autor ha publicado este código de Pine como biblioteca de código abierto, para que otros programadores de nuestra comunidad puedan reutilizarlo. ¡Enhorabuena al autor! Puede usar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero su reutilización en publicaciones está sujeta a nuestras Normas internas.

OneCleverGuy

Exención de responsabilidad

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.

Biblioteca Pine

OneCleverGuy