DinexSpace ATR Volatility Percentile

  • Indicatori
  • Huu Tho Tran
    Huu Tho Tran
    DinexSpace - studio di automazione del trading per MetaTrader 5.
    Validiamo la tua idea di trading con costi reali in due fasi prima di programmarla. Se l'idea non supera la validazione ci fermiamo e non paghi il robot.
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  • Versione: 1.0

ATR Volatility Percentile answers a simple question: is the market quiet or busy compared with its own recent past? Raw ATR values are hard to compare across symbols and periods. A percentile puts them on one 0-100 scale.


How it works

- ATR (Average True Range, Wilder's smoothing, length 14 by default) measures the typical bar range.

- The indicator compares the current ATR with the previous N values (250 bars by default). The percentile is the share of those values that were lower than or equal to the current one.

- 0: volatility is at the lowest level of the window.

- 100: volatility is at the highest level.

- 50: about average.

- The line is drawn in a separate window scaled 0-100. Dotted levels mark the low (20) and high (80) zones, both adjustable.

- The percentile is an indicator buffer, so it appears in the Data Window. An EA of your own can read it with iCustom, for example to scale position size to the volatility regime.


Using it

Low readings often come before larger moves, and high readings often come after them, but neither is a rule. The percentile tells you where you are, not what happens next.


Inputs

ATR length, percentile window, low zone, high zone.


Limits

- The first values appear only after enough history (ATR length plus window).

- The percentile is relative to the chosen window. A very quiet period makes moderate bars look "high".

- Colours and line style can be changed on the Colors tab.


The indicator is a statistic only. It does not trade or give signals.

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