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Volatility Ratio & Normalized ATR
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=1126
Forum: 17 · Topic 1126 · 6 post(s)
Volatility Ratio & Normalized ATR
Apprentice · Wed May 26, 2010 4:53 am
Volatility Ratio
Volatility Ratio
This ratio is used to identify wide-ranging days. Wide ranging days are signaled by a Volatility Ratio greater than 2.0.
Identifies
- Wide-ranging days, signals a likely reversal
- Price gaps
- Island Price pattern
Formula Volatility Ratio = True Range / EMA of True Range for the past n periods
MT4/MQ4 version. viewtopic.php?f=38&t=63770
The indicator was revised and updated
Re: Volatility Ratio & Normalized ATR
Apprentice · Wed May 26, 2010 5:05 am
Normalized ATR
Normalized ATR
The normalized ATR by John Forman expresses the ATR as a percentage of the current closing price. This makes it possible to compare ATR values over long periods where a share price level (and hence the typical daily ranges) have changed greatly.
Formula NATR = 100 *ATR / Close
Re: Volatility Ratio & Normalized ATR
Apprentice · Mon Feb 05, 2018 6:30 am
The Indicator was revised and updated.
Re: Volatility Ratio & Normalized ATR
amvt85 · Wed Aug 15, 2018 10:49 am
Apprentice wrote: Volatility Ratio
VR.png
This ratio is used to identify wide-ranging days. Wide ranging days are signaled by a Volatility Ratio greater than 2.0.
Identifies
- Wide-ranging days, signals a likely reversal
- Price gaps
- Island Price pattern
Formula Volatility Ratio = True Range / EMA of True Range for the past n periods
VR.lua
MT4/MQ4 version. viewtopic.php?f=38&t=63770
The indicator was revised and updated
Hello,
Can we get an option to adjust the levels please?
Thank you.
Re: Volatility Ratio & Normalized ATR
Apprentice · Thu Aug 16, 2018 10:10 am
Try it now.
Re: Volatility Ratio & Normalized ATR
amvt85 · Fri Aug 17, 2018 2:15 pm
Apprentice wrote: Try it now.
Aces mate!