OPEN-SOURCE SCRIPT

Average Daily Range Table

已更新
This is the last script to complete Vladimir Poltoratskiy's setup found in his books.

Poltoratskiy argues that you should not take any fractal corridors higher than 50% of the Average Daily Range. To be honest, even 40% is a lot, because then, your target will be 160% ADR away from your entry and one "fracture" just can't be enough to predict moves this big.

I chose a table to visually represent the indicator because it doesn't change its value during the day. It takes far less room on the chart.

There are also two simple moving averages. You may use the as an indicator if the relative volatility as of late is extremely low and in that case, perhaps, expect an increase in the coming days. They are applied to the Average Daily Range, not one day range!

版本注释
Moving Average fixed ---
版本注释
I hid moving averages by default as they are not the original part of Poltoratskiy's method.
Average True Range (ATR)bookpoltoratskiyVolatility

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?


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