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Creating a % based ATR to use as a volatility filter

borderlineJim · 2021-08-07T10:59:17+00:00

Hello members! Greetings to everyone I am here with another request due to my severely limited coding ability. I am hoping someone can create a % based ATR that is based on the volatility as a percent of the price. I hope to use this as a volatility filter across different asset classes. The standard ATR calculation is not as suitable for this because it is not based on relative price values. Any takers? Thanks in advance Jim

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Creating a % based ATR to use as a volatility filter

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08/07/2021 at 11:59 AM #174866 quote

borderlineJim
Participant

Senior

Hello members! Greetings to everyone

I am here with another request due to my severely limited coding ability. I am hoping someone can create a % based ATR that is based on the volatility as a percent of the price. I hope to use this as a volatility filter across different asset classes. The standard ATR calculation is not as suitable for this because it is not based on relative price values.

Any takers?

Thanks in advance

Jim

08/08/2021 at 9:21 AM #174906 quote
robertogozzi
Moderator

Legend
There you go:
```
Atr  = AverageTrueRange[14](close)
PerC = Atr * 100 /  close
RETURN PerC AS "Atr %"
```
borderlineJim thanked this post
08/08/2021 at 2:11 PM #174929 quote

borderlineJim
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Senior

thank you Roberto! Greetings from Northern Ireland 🙂

robertogozzi thanked this post
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Creating a % based ATR to use as a volatility filter

ProBuilder: Indicators & Custom Tools

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borderlineJim @borderlinejim Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by borderlineJim
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Topic Details

Forum:	ProBuilder: Indicators & Custom Tools
Language:	English
Started:	08/07/2021
Status:	Active
Attachments:	No files

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Creating a % based ATR to use as a volatility filter

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Creating a % based ATR to use as a volatility filter ProBuilder: Indicators & Custom Tools

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Creating a % based ATR to use as a volatility filter

ProBuilder: Indicators & Custom Tools