Volatility-calibrated ATR
ATR plots adjusted as to remain trading the trend without getting wicked out in periods of volatility
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source is now data from HA candles which allows this code to be used for automation
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often, the input length is determined by brute force. the input length in this update is a variable that configures its own input using metrics involving a measure of the volatility from the range of standard deviations that is normalized, like an oscillator, to further filter out whipsaws and market chop.
Versionshinweise:
quick fix
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-removed
Versionshinweise:
- back up