ATR RS 10/11

16 jam lalu

ATR RS — What it does (English)

• Purpose: A compact risk-sizing helper that plots Daily ATR(10, RMA) in a separate panel and shows a live sizing summary (ATR used, Stop, Per-unit risk, Risk, Size, Bet). Works on any chart timeframe.

• Daily ATR logic (robust intraday handling):
– Before first trade of the session: use yesterday’s daily ATR only.
– During the session (daily candle unconfirmed): use max(today’s daily ATR, yesterday’s daily ATR) to avoid underestimating volatility early in the day.
– After the daily candle closes: use today’s daily ATR.

• Stop rule (long bias):
Stop = Today’s Daily Low − Multiplier × ATR_used

• Position sizing:
Per-unit risk = max(Entry − Stop, 0) × PointValue
Raw size = RiskAmount / Per-unit risk
Final size = floor(Raw size / LotSize) × LotSize
(Optional cap via Max Position Cap; negatives coerced to 0.)

• “Entry” price: current chart close (i.e., real-time last for intraday, or close for historical/confirmed bars).

• Panel fields:
– ATR(10): Daily ATR(10, RMA)
– ATR used: the volatility value selected by the intraday rule above
– Stop: computed stop price (you can snap to tick if desired)
– Per-unit: risk per share/contract = (Entry − Stop) × PointValue
– Risk: user input, account currency
– Size: position size after lot rounding and cap
– Bet: Entry × Size × PointValue

• Inputs:
– ATR Length (Daily RMA), Multiplier (for stop), Risk Amount, Point Value (stocks=1; futures=contract point value), Lot Size, Max Position Cap, Show summary table.

• Notes:
– Uses request.security(“D”, …) with no lookahead, so the same ATR is used consistently regardless of the chart timeframe.
– If your venue has fractional ticks, consider snapping the Stop to tick size so labels and price markers match perfectly.

15 jam lalu

Nota Keluaran

• What it does
Calculates a daily ATR(10, RMA) that is independent of your chart timeframe, then builds a simple risk‐sizing panel. It also shows an optional stop-price tag on the chart.

• ATR logic (intraday aware)
– Before the first trade of the day: use yesterday’s daily ATR.
– After the first trade, before the daily candle is confirmed: use max(today’s ATR, yesterday’s ATR).
– After the daily candle closes: use today’s ATR.
All numbers are snapped to the symbol’s tick size; for long setups the stop is floored to the nearest tick.

• Stop & risk
– Stop (long): Daily Low − Multiplier × ATR_used.
– Per-unit risk: max(Entry − Stop, 0) × PointValue, with Entry = current close.
– Position size: floor( RiskAmount / PerUnitRisk ) rounded down to your LotSize, and capped by MaxPosition (if set).
– Bet amount: Entry × Size × PointValue.

• Inputs
ATR Length, Multiplier, Risk Amount, Point Value (stocks=1, futures=contract point value), Lot Size, Max Position Cap, Show table, Show stop tag.

• Outputs
– Panel: ATR(10), ATR used, Stop, Per-unit, Risk, Size, Bet.
– Optional on-chart label showing the stop price (tick-snapped).
– Thin pink line in a separate pane plotting the daily ATR.

• Notes
If Per-unit risk is 0 or negative, size becomes 0 by design. For non-USD or futures, set PointValue accordingly to reflect P&L per price point.

15 jam lalu

Nota Keluaran

ATR RS (Daily ATR)

• What it does
Calculates a daily ATR(10, RMA) that is independent of your chart timeframe, then builds a simple risk‐sizing panel. It also shows an optional stop-price tag on the chart.

• ATR logic (intraday aware)
– Before the first trade of the day: use yesterday’s daily ATR.
– After the first trade, before the daily candle is confirmed: use max(today’s ATR, yesterday’s ATR).
– After the daily candle closes: use today’s ATR.
All numbers are snapped to the symbol’s tick size; for long setups the stop is floored to the nearest tick.

• Stop & risk
– Stop (long): Daily Low − Multiplier × ATR_used.
– Per-unit risk: max(Entry − Stop, 0) × PointValue, with Entry = current close.
– Position size: floor( RiskAmount / PerUnitRisk ) rounded down to your LotSize, and capped by MaxPosition (if set).
– Bet amount: Entry × Size × PointValue.

• Inputs
ATR Length, Multiplier, Risk Amount, Point Value (stocks=1, futures=contract point value), Lot Size, Max Position Cap, Show table, Show stop tag.

• Outputs
– Panel: ATR(10), ATR used, Stop, Per-unit, Risk, Size, Bet.
– Optional on-chart label showing the stop price (tick-snapped).
– Thin pink line in a separate pane plotting the daily ATR.

• Notes
If Per-unit risk is 0 or negative, size becomes 0 by design. For non-USD or futures, set PointValue accordingly to reflect P&L per price point.