FVG Gap Detector

XAU Gap Detector — MQL5 Expert Advisor


Automated FVG (Fair Value Gap) trading for XAU with multi-timeframe detection, EMA filtering, money-management options, trailing/breakeven logic and clear visual confirmations — built for scalpers and swing traders who want a configurable, safety-first EA.

One-line tagline

Multi-TF FVG detector for XAU with EMA trend filter, adaptive money management, trailing & breakeven — plug into MT5 and trade smarter.

What this EA does (user-facing summary)

This Expert Advisor scans multiple timeframes for Fair Value Gaps (FVGs) on XAU, applies optional EMA trend filtering and price-action confirmations, then places trades with configurable risk, fixed lots or money-management, stop loss, take profit, trailing stop and breakeven logic. It draws FVG rectangles and confirmation markers on the chart so you can visually validate signals. Time-of-day controls and Friday blocking reduce exposure during risky hours.

Key features
  • Multi-timeframe FVG detection: M1, M5, M15, M30, H1, H4, D1 (individually enabled/disabled).

  • Minimum gap thresholds per timeframe to avoid tiny/insignificant gaps.

  • EMA filter (fast + slow) to align entries with the trend.

  • Price-action confirmation option (require close above/below FVG).

  • Flexible risk options: fixed lot or money-management by risk percentage.

  • Standard protective functions: SL, TP, trailing stop (with minimum profit before trailing activates).

  • Breakeven stop activation with buffer.

  • Trading hours filter and Friday disable to avoid sessions you don’t want to trade.

  • Visuals: bullish/bearish FVG colors, confirmed markers and adjustable rectangle width.

  • Lightweight and configurable — suitable for backtesting and live trading.

Inputs (what each option does)

Trading Parameters

  • FixedLotSize — Lot size when money management is off.

  • RiskPercentage — % of account risk per trade (used if UseMoneyManagement = true ).

  • UseMoneyManagement — Toggle between fixed lots and percentage risk.

  • StopLossPoints / TakeProfitPoints — Protective SL/TP in points.

  • TrailingStopPoints — Distance in points for trailing stop.

  • MinimumProfitPoints — Trailing activates only after this profit is reached.

  • Enable<Mxx>Trading — Turn detection/trading on or off per timeframe (M1, M5, M15, M30, H1, H4, D1).

EMA Filter

  • UseEMAFilter — Enable the EMA trend filter.

  • FastEMA / SlowEMA — Periods for fast and slow EMA (default 9 & 21).

  • FastEMAColor / SlowEMAColor — Draw colors for EMAs.

Trading Hours

  • UseTradingHours — Enable time-based trading restrictions.

  • TradingSessionStart / TradingSessionEnd — Trading window (HH:MM).

  • NoTradingOnFriday — Prevent new trades on Fridays.

FVG Detection

  • LookbackPeriod — Bars used to compute average body size.

  • BodyMultiplier — Multiple of average body that indicates a significant body.

  • M*_MinFVGGap — Minimum gap size in points required to consider an FVG valid per timeframe.

  • FVG_ValidBars — How many bars a detected FVG remains valid.

Price Action Confirmation

  • RequireCloseAboveFVG / RequireCloseBelowFVG — Require close beyond FVG for buys/sells.

  • ConfirmationBars — Number of bars to wait for confirmation.

  • ShowConfirmationMarkers / ConfirmationColor — Visual markers for confirmed FVGs.

Breakeven

  • UseBreakevenStops — Enable breakeven.

  • BreakevenTriggerPoints — Profit needed to move SL to breakeven.

  • BreakevenBufferPoints — Extra buffer above breakeven.

Visuals

  • BullishFVGColor , BearishFVGColor , ConfirmedFVGColor — Customize colors.

  • FVGWidth — Rectangle stroke width.

  • ShowFVGVisuals — Toggle FVG visuals.

Recommended starter settings (conservative)
  • Use ECN/Zero spread accounts 

  • UseMoneyManagement = true (RiskPercentage = 1.0)

  • StopLossPoints = 500, TakeProfitPoints = 1000

  • TrailingStopPoints = 15, MinimumProfitPoints = 50

  • EnableM1Trading = false (turn on only after live testing)

  • EnableM5 / M15 / H1 = true, H4 / D1 = optional for swing signals

  • UseEMAFilter = true (FastEMA 9, SlowEMA 21)

  • UseTradingHours = true (e.g., 08:00 — 16:00) and NoTradingOnFriday = true
    These defaults prioritize controlled risk and avoid hyperactive micro-TF trading until you validate performance.

How to test & deploy
  1. Backtest across each timeframe and over different market regimes (trending, ranging).

  2. Use a demo account for a sustained period (minimum several weeks) before going live.

  3. Start with low risk (0.5–1% per trade) and monitor slippage/spread sensitivity on XAU.

  4. Check visual markers and logged trade rationale to confirm EA logic matches expectations.

  5. Once satisfied, deploy to a small live account and scale gradually.

Notes on performance & environment
  • Designed primarily for XAU (gold) instrument — check symbol naming in your broker (e.g., XAUUSD , XAUUSD+ ).

  • Spread, slippage and broker execution speed materially affect results; test with your broker’s demo account.

  • Trailing and breakeven depend on tick updates — low-liquidity sessions may behave differently.

Limitations & considerations
  • No news filter built in — consider using a separate economic calendar/news block if you want to avoid high-impact events.

  • Past backtests are not guarantees of future returns. Always manage position sizing and diversification.

Installation & usage
  • Place the EA .mq5 and any accompanying .ex5 files into MQL5/Experts .

  • Attach to an XAU chart at your desired timeframe (or a neutral timeframe if EA scans multiple TFs).

  • Configure inputs from the EA properties dialog before starting.

  • Monitor the journal and logs for any runtime messages.

Suggested changelog template (for publishing)
  • v1.0 — Initial release: Multi-TF FVG detection, EMA filter, money management, trailing & breakeven, visual markers.

  • v1.1 — (future) Add news filter, improve FVG validity logic, performance optimizations.

Legal / risk disclaimer (short)

Trading involves risk. Past performance does not guarantee future results. This EA is a tool — use proper risk management, backtest thoroughly, and consider consulting a professional. The author is not responsible for trading losses.


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Vladimir Mametov
5 (2)
Bu, MetaTrader 5 için geliştirilmiş tamamen otomatik bir Expert Advisor’dır ve özellikle Altın (XAUUSD) işlemleri için tasarlanmıştır. Stratejisi, altın piyasasının doğasına uygun şekilde geliştirilmiştir: hızlı fiyat hareketleri, keskin dönüşler ve yüksek volatilite. Sistem, reaksiyon hızı, disiplin ve hassas pozisyon yönetiminin kritik olduğu piyasa koşullarında otomatik işlem yapmayı sağlar. Sistem, disiplinli işlem yönetimi, piyasa değişimlerine hızlı tepki verme ve kontrollü çıkışlar üzerin
XG Gold Robot MT5
MQL TOOLS SL
4.25 (110)
The XG Gold Robot MT5 is specially designed for Gold. We decided to include this EA in our offering after extensive testing . XG Gold Robot and works perfectly with the XAUUSD, GOLD, XAUEUR pairs. XG Gold Robot has been created for all traders who like to Trade in Gold and includes additional a function that displays weekly Gold levels with the minimum and maximum displayed in the panel as well as on the chart, which will help you in manual trading. It’s a strategy based on Price Action, Cycle S
Impulse MT5
Simon Reeves
5 (14)
Are you ready to power up your Gold trading? Impulse by Starpoint Trading — A five-strategy gold EA that waits for the perfect shot. Live Signal (High Risk) Vantage AU:  https://www.mql5.com/en/signals/2375861 Live Signal (Medium Risk) Vantage AU:  https://www.mql5.com/en/signals/2380200 Impulse is a momentum grid EA designed exclusively for XAUUSD, combining five independently developed entry strategies into a single unified grid framework. 5 momentum-based strategies | Two-sided trend partici
Quantum Bitcoin EA
Bogdan Ion Puscasu
4.83 (126)
Quantum Bitcoin EA   : İmkansız diye bir şey yoktur, önemli olan onu nasıl başaracağınızı bulmaktır! En iyi MQL5 satıcılarından birinin en son şaheseri   olan Quantum Bitcoin EA   ile   Bitcoin   ticaretinin geleceğine adım atın. Performans, kesinlik ve istikrar talep eden yatırımcılar için tasarlanan Quantum Bitcoin, kripto para biriminin değişken dünyasında mümkün olanı yeniden tanımlıyor. ÖNEMLİ!   Satın alma işleminden sonra lütfen kurulum kılavuzunu ve kurulum talimatlarını almak için ba
Mavrik Scalper
Vladimir Lekhovitser
Canlı işlem sinyali İşlem faaliyetlerinin herkese açık gerçek zamanlı takibi: https://www.mql5.com/tr/signals/2378119 Resmî bilgiler Satıcı profili Resmî kanal Kullanıcı kılavuzu Kurulum talimatları ve kullanım yönergeleri: Kullanıcı kılavuzunu aç Mavrik Scalper, Hybrid Attention sinir ağı mimarisi üzerine geliştirilmiş yeni nesil bir Expert Advisor’dır. Önceden tanımlanmış işlem kurallarına dayanan geleneksel algoritmik stratejilerin aksine, Mavrik Scalper piyasa davranışının birden
Chiroptera
Rob Josephus Maria Janssen
4.54 (46)
Prop Firm Ready! Chiroptera is a non-martingale, non-grid, multi-currency Expert Advisor that operates in the quiet hours of the night. It uses single-placed trades (of all 28 pairs!) with tactically placed Take Profits and Stop Losses, that are continuously adjusted to maximize gains and minimize losses. It keeps track of past and upcoming news reports to ensure impacts are minimized and carefully measures real-time volatility to prevent impacts due to unpredictable geo-political disturbances c
Precise Pair Trading Pro
Arkadii Zagorulko
3.75 (12)
Lütfen bu EA'yı herhangi bir üçüncü taraf satıcı, ortak veya alternatif dağıtım kanalı üzerinden satmadığımı unutmayın. İzleme -  Canlı sinyal Halka açık kanal - Burada Bu EA iki sembolü işlem yapar ve aralarında kısa vadeli dengesizlik arar. Semboller normal ilişkilerinden farklı hareket ettiğinde, EA işlemler açabilir ve dengesizlik küçüldüğünde onları kapatabilir. Bu bir grid EA değildir. Martingale değildir. EA çok sayıda kurtarma emri açmaz. Her sembol için yalnızca 1 pozisyon kullanır. Poz
Gold House MT5
Chen Jia Qi
4.73 (55)
Gold House — Gold Swing Breakout Trading  One EA. Three Trading Modes. Choose the One That Fits Your Style. No Grid. No Martingale. The price will increase by $50 after every 10 purchases. Final planned price: $1,999. Live Signals:  Adaptive Mode: https://www.mql5.com/en/signals/2379287 Profit Priority Mode: https://www.mql5.com/en/signals/2359124 BE priority Mode :  https://www.mql5.com/en/signals/2372604 See more real trading results:Please send me a private message. Important: After purc
Byrdi
William Brandon Autry
5 (19)
BYRDI. Çoklu varlık mesh trading zekâsı. Çoğu EA aynı anda tek bir grafikte işlem yapar. BYRDI bir ağ çalıştırır. Her grafik bir düğüm hâline gelir. Her düğüm kendi sembolünü, hesabını, brokerini, yapay zekâ modelini, risk profilini ve pozisyon yönetimi modunu çalıştırabilir. Mesh, bunları tek bir koordineli sistemde birbirine bağlar. Forex. Altın. Metaller. Endeksler. Kripto. Petrol. Brokerin desteklediği sentetikler. Tek bir trader. Birçok piyasa. Tek bir koordineli mesh. Güncel promosyon. BY
Quantum Emperor MT5
Bogdan Ion Puscasu
4.86 (508)
Tanıtımı       Quantum Emperor EA   , prestijli GBPUSD çiftinde işlem yapma şeklinizi değiştiren çığır açan MQL5 uzman danışmanı! 13 yılı aşkın ticaret tecrübesine sahip deneyimli yatırımcılardan oluşan bir ekip tarafından geliştirilmiştir. IMPORTANT! After the purchase please send me a private message to receive the installation manual and the setup instructions. ***Quantum Emperor EA satın alın ve  Quantum StarMan  edinin!*** Daha fazla ayrıntı için özelden sorun Doğrulanmış Sinyal:   Buraya
Wave Rider EA MT5
Adam Hrncir
4.87 (38)
Scalper speed with sniper entries. Built for Gold. Wave Rider 5.0 is coming - look at the  Early Back-Test Get your copy for  499 USD  only  before the 5.0 price jump to   599  USD Check the Live signal  or Manual Hybrid scalper combining scalping speed with single position or intelligent recovery for XAUUSD. 4 trading strategies | Triple timeframe confirmation | 3 layers of account protection. Most trades close in under 30 minutes — minimal market exposure, maximum control. Wave Rider uses tri
Pulse Engine
Jimmy Peter Eriksson
4 (31)
GÜNCELLEME - MEVCUT FİYATLA SADECE BİRKAÇ ADET KALDI! Bu sistemin temel amacı, riskli martingale veya grid yöntemlerini kullanmadan uzun vadeli canlı performans sağlamaktır.  MEVCUT FİYATLA ÇOK SINIRLI SAYIDA KOPYA Son Fiyat 1499$ [Canlı Sinyal]    |    [Geri Test Sonuçları]    |    [Kurulum Kılavuzu]    |    [FTMO Sonuçları] Ticarete Farklı Bir Yaklaşım Pulse Engine herhangi bir gösterge veya belirli zaman dilimi kullanmaz. MQL5'teki diğer hiçbir işlem sisteminin kullanmadığı çok benzersiz bir
Smart Gold Hunter
Barbaros Bulent Kortarla
5 (14)
Smart Gold Hunter, MetaTrader 5 üzerinde XAUUSD / Gold işlemleri için geliştirilmiş bir Expert Advisor’dır. Grid kullanmayan, martingale kullanmayan, gerçek Stop Loss ve Take Profit mantığına sahip, kontrollü risk yönetimi isteyen yatırımcılar için tasarlanmıştır. Karar vermeden önce canlı sinyalleri kontrol edebilirsiniz: Live Signal - IC Markets: https://www.mql5.com/en/signals/2365400?source=Site +Signals+My Live Signal - Ultima Markets: https://www.mql5.com/en/signals/2376242?source=Site +Si
My Last Strategy
Inrexea Limited
5 (1)
MY LAST STRATEGY One engine. Every candle. Every session. TEN YEARS, DISTILLED INTO ONE My Last Strategy is not another experiment. It is the concentrated result of more than ten years of building, breaking, and rebuilding automated trading systems. Every dead end, every over-fit backtest, every system that looked flawless and then fell apart taught a lesson — and every lesson was poured into this single engine. This is the one the author chose to keep. After a decade in the trenches, one belief
Mosquito
Muhammad Zahran Rahmadi Putra
5 (3)
The price is gradually increasing up. Only 5 copy remains available at the current price,  next price increase to   $799 . Hello, traders!, the newest and a very powerful Mosquito MT5 of Expert Advisors. My specifically designed to run on the XAUUSD/GOLD pair. Live Performance      ||      Setfile ICM Mosquito  EA is more selective and accurate in signal entry and better in managing existing transactions.  Mosquito   MT5 EA analyzes markets based on Trend Following using Bollinger Bands and Mo
ArtQuant Gold
Miguel Angel Vico Alba
4.33 (24)
ArtQuant Gold , MetaTrader 5 için geliştirilmiş profesyonel bir Expert Advisor’dır. Yalnızca Altın / XAUUSD üzerinde otomatik işlem yapmak üzere tasarlanmıştır ve farklı brokerlar tarafından kullanılan yaygın altın sembolü varyasyonlarıyla uyumludur. EA, sadeleştirilmiş ve Market için uygun bir arayüz üzerinden pozisyon maruziyetini, işlem döngülerini, yürütme filtrelerini, hesap korumasını ve sanal işlem yönetimini kontrol etmek üzere tasarlanmış, yapılandırılmış bir çok modüllü grid trading mo
Obsidian Flow Atlas EA
Valentina Zhuchkova
5 (4)
Obsidian Flow Atlas EA Hassasiyet. Yapı. Uygulama. Finansal piyasalar duyguları ödüllendirmez. Piyasalar disiplini, tutarlılığı ve objektif verilere dayalı karar verme yeteneğini ödüllendirir. Obsidian Flow Atlas EA , tam olarak bu felsefe üzerine geliştirilmiştir. MetaTrader 5 için tasarlanmış tamamen otomatik bir işlem sistemidir ve finans piyasalarının en popüler iki enstrümanında çalışmak üzere geliştirilmiştir: • XAUUSD (Altın) • EURUSD Sistem piyasa koşullarını bağımsız olarak analiz eder,
Yazarın diğer ürünleri
FREE FREE FREE Trade Assistant MT5 – Professional Trading & Risk Management Panel Trade Assistant MT5 is an advanced trading panel designed to help traders execute orders faster, safer, and more professionally . It simplifies manual trading by combining smart order management , precise risk control , and one-click execution , making it ideal for both beginners and advanced traders. This tool does not trade automatically . Instead, it empowers you with full control while applying professional-gra
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Swing detector trade
Ahmed Mohammed Bakr Bakr
swing trading logic and professional MQL5 development at first glance. The candlestick chart in the center represents real market structure, showing both bearish (red) and bullish (green) movements. This highlights the indicator’s ability to capture medium-term price swings , not just short scalps. The transition from red candles on the left to green candles on the right visually communicates trend reversal and continuation , which is the core of swing trading. The curved arrows play an importa
FREE
Bookmap pro
Ahmed Mohammed Bakr Bakr
FREE Bookmap Volume Heatmap Indicator Overview The   Bookmap Volume Heatmap   is a custom MetaTrader 5 (MQL5) indicator that creates a visual heatmap of trading volume distribution across price levels, similar to professional trading platforms like Bookmap. It provides traders with a clear visualization of where significant trading activity has occurred within a specified price range. Key Features 1.   Volume Distribution Visualization Creates color-coded rectangles on the chart representing vol
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Zigzag star
Ahmed Mohammed Bakr Bakr
ZigZag Expert Advisor – Strategy Description The ZigZag Expert Advisor (EA) is an advanced price-action trading system designed to identify significant market swings , trend structure , and high-probability reversal zones using the ZigZag algorithm. The EA filters market noise by focusing only on meaningful highs and lows, allowing it to trade in harmony with market structure rather than reacting to random price fluctuations. Core Strategy Logic Detects higher highs, higher lows, lower highs, an
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Breakout package 4 in 1
Ahmed Mohammed Bakr Bakr
Breakout 4-in-1 Package Core Functionality The indicator serves as a "Trend Confirmation Engine." It identifies when the price breaks through a key structural level and then uses secondary oscillators to verify if the move has enough strength to continue. 1. The Breakout Engine (S&R) The foundation of the indicator is identifying Support and Resistance (S&R) . When price closes above resistance or below support, the indicator triggers an alert. Horizontal Levels: Breaks of previous highs/lows or
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Gold Breakout zone
Ahmed Mohammed Bakr Bakr
Gold Breakout Session EA – Prop Firm & Long-Term Trading Optimized The Gold Breakout Session EA is a precision-based Expert Advisor developed specifically for XAUUSD (Gold) , designed to capture high-quality breakout trades using previous session High / Low levels . This EA focuses on quality over quantity , making it ideal for prop firm challenges and long-term, disciplined trading strategies. Key Features Session Breakout Logic Trades only when price breaks confirmed previous session High or L
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Neural scalper grade
Ahmed Mohammed Bakr Bakr
Scalp Helper Signal Settings These settings control how the core scalping signals are generated. Enable Scalp Helper Signals Turns the main scalp signal engine on or off. Signal Candle Type Selects the candle calculation method used for signals: Candlesticks , Heikin Ashi , or Linear Regression candles . Signal Trigger Sensitivity Controls how aggressive or conservative signal triggering is. Higher values = fewer but higher-quality signals. Stop Loss ATR Multiplier Defines the initial stop-l
SuperTrend pro v8
Ahmed Mohammed Bakr Bakr
SuperTrend Pro – Advanced Trend Detection Indicator (MT5) SuperTrend Pro is a modern, optimized trend-following indicator for MetaTrader 5 , designed to deliver clear trend direction, precise market structure, and a premium visual trading experience . It is based on an enhanced ATR-powered SuperTrend algorithm , combined with smart visuals, chart styling, and a real-time information panel. -Key Features - Advanced SuperTrend Logic Uses ATR (Average True Range) with adjustable Period and Multipli
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US30 Quantum breakout
Ahmed Mohammed Bakr Bakr
US30 Pre-Market Breakout EA The US30_PreMarket_Breakout_EA is a high-performance algorithmic trading system designed specifically for the US30 (Dow Jones Industrial Average) index. This Expert Advisor utilizes a pre-market breakout strategy to capture early momentum moves with precision. It is built for efficiency, incorporating dynamic lot sizing, trailing stops, break-even triggers, and time-based exits to maximize profitability while controlling risk. Key Trading Features Pre-Market Breakout
SMC full setup
Ahmed Mohammed Bakr Bakr
Ultimate SMC: Professional Smart Money Concepts Indicator Unlock the hidden movements of the market. Trade with the institutions, not against them. The Ultimate SMC indicator is designed for serious traders who want to apply Smart Money Concepts (SMC) to their charts automatically. Manual SMC analysis is time-consuming and prone to subjective error. This tool removes the guesswork by algorithmically detecting Order Blocks, Fair Value Gaps, and Structural breaks in real-time. Whether you are a s
Nuclear
Ahmed Mohammed Bakr Bakr
NUCLEAR EA – Precision Breakout Trading System NUCLEAR EA is a professional breakout Expert Advisor designed for traders who demand discipline, stability, and strict risk control . Built with prop-firm rules in mind, this EA focuses on high-quality breakout and fake-breakout setups while fully avoiding dangerous strategies.  What NUCLEAR EA Does NOT Use No Martingale No Hedging No Grid No Risky Recovery Logic Every trade is independent, controlled, and calculated. Core Trading Logic Smart break
US30 breakout AI support
Ahmed Mohammed Bakr Bakr
US30 NY Session Breakout Detector (AI-Supported) US30 NY Session Breakout Detector is a professional-grade MetaTrader 5 indicator designed exclusively for US30 (Dow Jones) traders who focus on New York session volatility and breakout trading . It combines session-based market structure , fake breakout filtering , and an AI-style confidence engine to deliver precise, high-quality breakout signals. Core Concept The indicator automatically tracks the pre-New York session high and low (Asian + Londo
Quantum Premium
Ahmed Mohammed Bakr Bakr
Quantum Prime – Expert Advisor for MT5 Quantum Prime is a powerful automated trading Expert Advisor designed to capture high-probability breakout moves with precision and discipline. It intelligently analyzes market structure, identifies key swing levels, and places pending orders to enter trades only when price confirms momentum. The EA is built with a strong focus on risk control, execution quality, and broker compatibility , making it suitable for both personal and professional trading enviro
Renko Logic
Ahmed Mohammed Bakr Bakr
MetaTrader 5 Renko Expert Advisor - User Guide Overview This Expert Advisor implements a complete Renko-based trading system with custom brick calculation, visual display, and automated trading logic. -The EA only for Rent unlimited Version coming soon. Features 1. Renko Engine Custom Renko Calculation : Built from scratch, no offline charts needed No Repainting : Uses only closed Renko bricks Configurable Brick Size : Set in points via input parameters Real-time Brick Formation : Automatically
Market Shooter
Ahmed Mohammed Bakr Bakr
Market Shooter EA — Description & Recommendation Market Shooter EA is a professional breakout-sniping Expert Advisor designed to capture high-probability market moves with precision and discipline. The EA uses a smart price breakout detection system , targeting key support and resistance levels, then executes trades with sniper-level accuracy using buffer confirmation and volatility-aware scaling. The strategy focuses on clean market structure , avoiding noise and low-quality entries, making it
Quantum RSI Scalper
Ahmed Mohammed Bakr Bakr
Quantum RSI Scalper Quantum RSI Scalper is a precision-based automated trading system designed for EUR/USD on the 15-minute timeframe (M15) . The EA combines RSI momentum analysis with quantum-style price reaction logic to identify short-term market imbalances and exploit high-probability scalping opportunities. The strategy focuses on: Detecting overbought and oversold RSI conditions Confirming entries during low-latency price pullbacks Executing fast, disciplined trades aligned with short-ter
Kimchi
Ahmed Mohammed Bakr Bakr
Kimchi – MT5 Indicator Kimchi   is a professional trend-following indicator developed for MetaTrader 5 , designed to identify high-probability market entries using a volatility-adaptive trailing stop system. The indicator is based on the widely known UT Bot methodology originally created for TradingView and has been fully implemented in MQL5 to provide the same signal logic and performance within the MT5 environment. The indicator automatically analyzes market volatility using the Average True R
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