始めましょう
アップデート済

Up-Down Range

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Here is an attempt to segregate ATR into ATR of up days and down days.

While setting trailing stops based on ATR, you probably need to consider more on how an instrument can drop during red days. Hence, ATR of only red days makes more compelling case than overall ATR. Another use case for this kind of indicator may be in options if you are selling puts and calls with the intent of pocketing premiums on expiry.

Parameters are as explained below:

  • Range Type : Different range types are tr (True Range) , close (difference between close prices), highlow (difference between high and low of candle)
  • Period : ATR Period
  • Moving Average Type : Moving Average Type for calculating ATR. Two additional types - min and max are added which calculates lowest and highest range in last n bars
  • HideFullAtr : Hides combined ATR if checked.


リリースノート
  • Removed min/max options as they are not working on na values
  • Added ATR multiplier and candle coloring to notify out of range candles
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ATRAverage True Range (ATR)rangeupdown

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ATRAverage True Range (ATR)rangeupdown
Trendoscope
Wizard
Trial - trendoscope.com/trial
Subscribe - trendoscope.com/pricing
Blog - docs.trendoscope.com
他のメディア:

免責事項

これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。