OPEN-SOURCE SCRIPT

Up-Down Range

已更新
Here is an attempt to segregate ATR into ATR of up days and down days.

While setting trailing stops based on ATR, you probably need to consider more on how an instrument can drop during red days. Hence, ATR of only red days makes more compelling case than overall ATR. Another use case for this kind of indicator may be in options if you are selling puts and calls with the intent of pocketing premiums on expiry.

Parameters are as explained below:

  • Range Type : Different range types are tr (True Range) , close (difference between close prices), highlow (difference between high and low of candle)
  • Period : ATR Period
  • Moving Average Type : Moving Average Type for calculating ATR. Two additional types - min and max are added which calculates lowest and highest range in last n bars
  • HideFullAtr : Hides combined ATR if checked.


版本注释
  • Removed min/max options as they are not working on na values
  • Added ATR multiplier and candle coloring to notify out of range candles
ATRAverage True Range (ATR)rangeupdown

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。

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