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更新済 Universal ATR Position Sizer + Volatility Context
Overview
The Universal ATR Position Sizer Pro is a comprehensive risk management tool designed for traders who need precision across multiple asset classes. Unlike standard position sizers, this indicator automatically detects symbol point values to provide accurate sizing for Futures, Forex, Stocks, and Crypto.
In addition to sizing, it provides a "Volatility Weather Report," comparing current market conditions to historical averages to help you decide if the market environment is currently high-risk or optimal.
Key Features
1. Triple-Timeframe Analysis
The table provides a bird's-eye view of volatility across three distinct layers:
Current Timeframe: Real-time sizing based on your active chart.
Custom Timeframe: A selectable higher timeframe (e.g., 1H or 4H) to help you align your risk with macro trends.
Daily Context: A deep dive into the daily range to see how "today" compares to the monthly average.
2. Smart "Vol Status" Context
Stop trading in the dark. The indicator calculates an ATR Relative Ratio to categorize the market:
LOW VOL (Blue): Market is tightening; watch for breakouts but beware of "chop."
NORMAL (Green): Volatility is within historical norms; standard strategy parameters apply.
HIGH VOL (Orange): Volatility is 20%+ above average; expect violent swings and consider reducing size.
3. Multi-Asset Logic
Built-in syminfo.pointvalue detection means you don't have to change settings when switching from ES (Futures) to EURUSD (Forex) or NVDA (Stocks). The math adjusts itself automatically.
How to Read the Table
Stop Distance: The physical distance of your stop loss based on your ATR multiplier.
Suggested Size: The exact number of units/contracts to trade to maintain your fixed dollar risk (e.g., $100 per trade).
% of Price: Shows the Daily ATR as a percentage of the asset's price. This helps you understand the "personality" and relative risk of the ticker.
Settings
ATR Settings: Customize the length and multiplier.
Custom TF: Set your preferred higher timeframe for secondary sizing.
Risk Amount: Enter the total dollar amount you are willing to lose if your stop is hit.
Round Down: A must-have for Futures and Stocks to ensure you never accidentally over-leverage due to fractional math.
Disclaimer: This indicator is a tool to assist in risk calculation. Always verify your position size with your broker's margin requirements before entering a trade.
The Universal ATR Position Sizer Pro is a comprehensive risk management tool designed for traders who need precision across multiple asset classes. Unlike standard position sizers, this indicator automatically detects symbol point values to provide accurate sizing for Futures, Forex, Stocks, and Crypto.
In addition to sizing, it provides a "Volatility Weather Report," comparing current market conditions to historical averages to help you decide if the market environment is currently high-risk or optimal.
Key Features
1. Triple-Timeframe Analysis
The table provides a bird's-eye view of volatility across three distinct layers:
Current Timeframe: Real-time sizing based on your active chart.
Custom Timeframe: A selectable higher timeframe (e.g., 1H or 4H) to help you align your risk with macro trends.
Daily Context: A deep dive into the daily range to see how "today" compares to the monthly average.
2. Smart "Vol Status" Context
Stop trading in the dark. The indicator calculates an ATR Relative Ratio to categorize the market:
LOW VOL (Blue): Market is tightening; watch for breakouts but beware of "chop."
NORMAL (Green): Volatility is within historical norms; standard strategy parameters apply.
HIGH VOL (Orange): Volatility is 20%+ above average; expect violent swings and consider reducing size.
3. Multi-Asset Logic
Built-in syminfo.pointvalue detection means you don't have to change settings when switching from ES (Futures) to EURUSD (Forex) or NVDA (Stocks). The math adjusts itself automatically.
How to Read the Table
Stop Distance: The physical distance of your stop loss based on your ATR multiplier.
Suggested Size: The exact number of units/contracts to trade to maintain your fixed dollar risk (e.g., $100 per trade).
% of Price: Shows the Daily ATR as a percentage of the asset's price. This helps you understand the "personality" and relative risk of the ticker.
Settings
ATR Settings: Customize the length and multiplier.
Custom TF: Set your preferred higher timeframe for secondary sizing.
Risk Amount: Enter the total dollar amount you are willing to lose if your stop is hit.
Round Down: A must-have for Futures and Stocks to ensure you never accidentally over-leverage due to fractional math.
Disclaimer: This indicator is a tool to assist in risk calculation. Always verify your position size with your broker's margin requirements before entering a trade.
リリースノート
Universal ATR Position Sizer + VIX Fear FilterOverview
The Universal ATR Position Sizer Pro is an all-in-one risk management dashboard designed for serious traders. It eliminates the guesswork of calculating trade sizes across different asset classes by automatically detecting point values for Futures, Forex, Stocks, and Crypto.
Beyond sizing, it integrates two layers of volatility context: Realized Volatility (how the asset is actually moving) and Implied Volatility (the VIX "Fear Index"), providing a complete "Weather Report" for your trading environment.
Key Features
1. Multi-Timeframe Sizing Dashboard
The table calculates the exact stop distance and position size for two distinct timeframes simultaneously:
Current Timeframe: Real-time sizing based on your active chart’s volatility.
Custom Timeframe: A selectable anchor timeframe (e.g., 1H, 4H) to ensure your risk is aligned with the macro trend.
2. Asset Volatility Context (D)
Compares today’s Daily ATR against a 20-day average.
LOW (Blue): Tightening range; breakout imminent or market is "asleep."
NORMAL (Gray): Healthy volatility within historical norms.
HIGH (Orange): Volatility is 20%+ above average; expect violent swings.
3. Integrated VIX "Fear Index"
Automatically pulls data from the CBOE:VIX to give you a broad market risk assessment:
CALM (Green): VIX < 15. Market is complacent; ideal for trend-following.
ALERT (Orange): VIX 15–25. Increased uncertainty; standard swings.
FEAR (Red): VIX > 25. High market stress; expect gaps and erratic price action.
4. Universal Logic
Utilizing syminfo.pointvalue, the script adjusts automatically when switching tickers. Whether you are trading ES (Futures), EURUSD (Forex), or NVDA (Equity), the math remains precise without manual input changes.
Table Definitions
Stop Distance: The ATR-based distance for your stop loss (Price * Multiplier).
Suggested Size: The number of contracts/units to trade to maintain your fixed dollar risk.
Rel Ratio (x): Shows how many times more (or less) volatile today is compared to the monthly average.
Settings
ATR Settings: Customize the lookback period and the multiplier.
Custom TF: Select your preferred higher-order timeframe for secondary sizing.
Risk Settings: Define your total dollar amount to risk per trade.
Round Down: Enable this for Futures and Stocks to ensure you never exceed your risk limit due to fractional math.
Disclaimer: Trading involves significant risk. This tool is for informational purposes only. Always verify your position size and margin requirements with your broker before execution.
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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。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
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。