Updated
Gianluca ATR Volatility Regime [CCE_Charts]
ATR Volatility Regime
This indicator classifies the current market volatility into four objective regimes using ATR Percentile.
The methodology uses the following calibration:
- ATR Length: 14
- Percentile Length: 200
The current ATR is compared against its historical values over the percentile lookback period. This converts the absolute ATR value into a relative volatility measure from 0 to 100.
Volatility Regimes
| ATR Percentile | Regime |
|---|---|
| 0–25 | LOW |
| 26–50 | MEDIUM |
| 51–75 | HIGH |
| 76–100 | EXTREME |
The purpose of the indicator is to make volatility regimes objective and comparable across different market conditions. Instead of asking whether a particular ATR value is "high" or "low", the indicator shows where the current volatility stands relative to its recent historical distribution.
The 14 / 200 calibration follows the methodology presented by Gianluca in his trading framework and is intended as a volatility-regime classification rather than a standalone trading signal.
Important: This indicator does not predict price direction or provide buy/sell signals. It identifies the current volatility environment, which can then be used to filter and evaluate a trading strategy.
This indicator classifies the current market volatility into four objective regimes using ATR Percentile.
The methodology uses the following calibration:
- ATR Length: 14
- Percentile Length: 200
The current ATR is compared against its historical values over the percentile lookback period. This converts the absolute ATR value into a relative volatility measure from 0 to 100.
Volatility Regimes
| ATR Percentile | Regime |
|---|---|
| 0–25 | LOW |
| 26–50 | MEDIUM |
| 51–75 | HIGH |
| 76–100 | EXTREME |
The purpose of the indicator is to make volatility regimes objective and comparable across different market conditions. Instead of asking whether a particular ATR value is "high" or "low", the indicator shows where the current volatility stands relative to its recent historical distribution.
The 14 / 200 calibration follows the methodology presented by Gianluca in his trading framework and is intended as a volatility-regime classification rather than a standalone trading signal.
Important: This indicator does not predict price direction or provide buy/sell signals. It identifies the current volatility environment, which can then be used to filter and evaluate a trading strategy.
Release Notes
Added alert conditions.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.