OPEN-SOURCE SCRIPT
ATR Ratio Z-Score
Volatility regime signal using the ratio of short-term ATR to long-term ATR, then normalizes it using a Z-score.
It measures how unusual the current short-term volatility is relative to long-term volatility.
Conceptually:
Short ATR (5) → recent volatility
Long ATR (20) → baseline volatility
Ratio = Short ATR / Long ATR
If the ratio rises, recent volatility is expanding.
If the ratio falls, volatility is compressing.
Then you standardize it using a Z-score, so you know how extreme the condition is relative to the last 50 periods.
It measures how unusual the current short-term volatility is relative to long-term volatility.
Conceptually:
Short ATR (5) → recent volatility
Long ATR (20) → baseline volatility
Ratio = Short ATR / Long ATR
If the ratio rises, recent volatility is expanding.
If the ratio falls, volatility is compressing.
Then you standardize it using a Z-score, so you know how extreme the condition is relative to the last 50 periods.
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。