PROTECTED SOURCE SCRIPT
Stocks ATR V2

📘 Description — Stocks AT SL V2
“Stocks AT SL V2” is a risk management indicator designed to help traders define dynamic stop-loss levels based on actual market volatility and advanced statistical analysis of price movements.
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🎯 Purpose
This tool provides a rational and adaptive framework for stop-loss placement, taking into account:
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⚙️ Methodology
ATR Calculation:
Safety Factor (k) Estimation:
Final Stop-Loss:
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✅ Benefits
“Stocks AT SL V2” is a risk management indicator designed to help traders define dynamic stop-loss levels based on actual market volatility and advanced statistical analysis of price movements.
⸻
🎯 Purpose
This tool provides a rational and adaptive framework for stop-loss placement, taking into account:
- Market volatility, measured by the Average True Range (ATR),
- And a statistical safety buffer, based on the 95th percentile of historical price retracements.
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⚙️ Methodology
ATR Calculation:
- The indicator uses a 14-period ATR to measure recent average volatility.
Safety Factor (k) Estimation:
- The script computes a set of ratios between the candle’s minimal retracement (relative to the previous close) and the current ATR.
- The 95th percentile of these ratios is extracted to define a multiplicative factor k, representing common price extremes.
Final Stop-Loss:
- The stop-loss is set at a distance of k × ATR below (or above) the entry price.
- This helps reduce false stop-outs while allowing room for natural market movement—even in volatile conditions.
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✅ Benefits
- Automatically adapts to volatility.
- Reflects real candlestick structure (not just arbitrary distances).
- Standardizes risk across different stocks or currency pairs.
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用它,没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用它,没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。