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ATR

Umbral de RuidoSe trata de usar el ATR para crear un umbral de ruido alrededor del precio. La rotura de ese umbral nos dara señales de entrada y salida. El ATR viene multiplicado por una constante que suele ser de entre 1.5 y 3.0. Se recomiendan valores cercanos a 3 para el stoploss y 1.5 o 2.0 para la entrada. Esta estrategia esta recomentada para activos que tengan una volatilidad controlada. Da buenos resultados en los indices, pero por lo que yo he probado no es buena para el EURUSD, me gustaria probarla tambien en acciones. Pero de momento la tengo funcionando en DAX con buenos resultados. Procedimiento para largos: Usamos la banda superior para marcar la entrada. Siempre que la banda marque un valor menor colocaremos una orden pendiente ahi. Con stoploss en su banda inferior. Si el valor de la banda aumenta, no actualizaremos la orden. Por lo tanto buscamos el menor valor posible del umbral de ruido. Cuando el precio atraviese ese valor empezaremos a actualizar el stoploss siempre a un valor superior. Es decir si el umbral nos da un valor de stoploss menor nosotros no lo bajaremos. La salida se produce por stop loss. Procedimiento para cortos: Usamos la banda inferior para marcar la entrada. Siempre que la banda marque un valor mayor colocaremos una orden pendiente ahi. Con stoploss en su banda superior. Si el valor de la banda disminuye, no actualizaremos la orden. Por lo tanto buscamos el mayor valor posible del umbral de ruido. Cuando el precio atraviese ese valor empezaremos a actualizar el stoploss siempre a un valor inferior. Es decir si el umbral nos da un valor de stoploss menor nosotros no lo subiremos. La salida se produce por stop loss. Funciona mejor combinado con una media lenta de 100 o 200 para filtrar si ir a largos o cortos.
Penunjuk Pine Script®
oleh jorgeparent
ATR+ (Stop Loss Indicator)This script is designed to aid in back-testing and trade execution. It displays three sets of values - the teal colored value is the current ATR, the green colored value is your stop loss distance (in pips) below the most recent swing low for long trades , and the red colored value is your stop loss distance (in pips) above the most recent swing high for short trades . You can change the stop loss settings to base your stop loss on a set pip amount or by however many multiples of the current ATR as you wish (eg. 1.5x ATR). Feel free to ask any questions or edit the script without permission :) - Matt.
Penunjuk Pine Script®
oleh ZenAndTheArtOfTrading
34
BullTrading MultiTimeFrame ATR %Good afternoon traders. Have you ever got trapped on the middle of a consolidation? Well, it just happened to me trading the 1 minute chart last friday! So, I coded this script to display a percentage of ATR for a given resolution. Now, how can you benefit using this information? For example: Using the standard settings (resolution is calibrated 15 minutes in order to trade 1minute charts), just draw your prefered support and resistance. Then measure the number of pips between support and resistance. This number should be approximately the same the indicator is displaying. If the indicator is displaying a lower value, maybe it will be a good idea to tighten your support/resistance levels (if the price goes against you, you will have confidence and probability on your side to open an opposite position and reach your Take profit before a new reversal take place. Change colors and resolution for your desired timeframe until you find your particular "sweet spot" Have a nice trading week.
Penunjuk Pine Script®
oleh BullTradingAM
3
Average True Range OverlayPlots ATR calculated on a daily basis as an overlay on the current chart. Implemented using the builtin atr function. ATR is a volatility indicator originally developed by J. Welles Wilder, Jr. for commodities: New Concepts in Technical Trading Systems. Greensboro, NC: Trend Research. ISBN 978-0-89459-027-6. The range of a day's trading is simply R = high − low. The true range extends it to yesterday's closing price if it was outside of today's range: TR = max The average true range is an N-day smoothed moving average of the TR values. A first stab at a sensible stop loss level might be 3*ATR below recent peak.
Penunjuk Pine Script®
oleh peterdv
22
CDC ATR Trailing Stop V2.1 (2013)CDC ATR Trailing Stop V2.1 The indicator / system was developed a few years ago. Contains two ATR trailing stop lines, fast and slow. The slow ATR SL line is the same as the one in a normal ATR trailing stop loss indicator. The fast one is created to generate buy/sell signals To use the signals, activate them from the indicator's settings (gear icon next to the indicator's name on the chart) and enable buy / sell arrows. The system works well in high volatility market. I personally use this as the faster system in conhunction with my slower MA system to diversify portfolio performance.
Penunjuk Pine Script®
oleh piriya33
16