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bitmexstorm
Nov 6, 2018 1:33 PM

Volatility-calibrated ATR 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Description

ATR plots adjusted as to remain trading the trend without getting wicked out in periods of volatility

Release Notes

source is now data from HA candles which allows this code to be used for automation

Release Notes

often, the input length is determined by brute force. the input length in this update is a variable that configures its own input using metrics involving a measure of the volatility from the range of standard deviations that is normalized, like an oscillator, to further filter out whipsaws and market chop.

Release Notes

quick fix

Release Notes

-

Release Notes

-

Release Notes

-removed

Release Notes

- back up
Comments
creengrack
amazing stuff here...
traderaaa
thanks for a decent atr, i really love your code for filter purpose, may i have the original code?
vola2vola
Hello, you have built a great tool, thank you for this.
Are you planning to allow the users to:
1) Choose the input length
2) Allow to plot on another timeframe
I would like to use the ploted line from the 6hour on the daily.
Thank you
Misanthropic
Does this indicator repaint signals?
bitmexstorm
@Misanthropic, once the bar is closed, the short/long signals will be fixed. it may look as though it repaints from the chart above because BCZH18 has been trending very well
RichardParker
Hi, any explanation about what it is ? because ATR is already volatility so how do you calibrate volatility with volatility ?
nilanjan62
brother, i pray to god that you get every success in life, you made this indicator, i have been searching an indicator like this. This is the best, because it help me to set my sl soooo well i cant think anything else on my chart other than this and a cpr. Thank you so much. God bless
Hoshea26
can we have the code? :)
eadangeel
Hi, friend! Thanks for your hard work! Is it possible to obtain (possibly buy) the open source code of the latest version of your indicator for writing an indicator for MT4? I would really like to make its analogue for MT4. Thank you.
AdeptP
argh - whyd u remove this? :(
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