INVITE-ONLY SCRIPT

Silicone Re-calibrate ATR

By InSilico
Updated
Inspired by bitmexstorm study Volatility-calibrated ATR
Volatility-calibrated ATR


This study features two different ATR trail derivative concepts-Default one is called- "Silicone", and the alternative is called- "Mercurial. To decrease confusion during backtesting, trails plots with distinct color palette.
Options include the ability to apply a smoothening filter that affects both modes as well as an adaptive/fixed mode for the "Silicone" trail.
Parameters for trail dynamics/behavior is unlocked(!Parameters in publish version is far from optimized! Need serious testing! )

Candle Coloring reflects trail direction.

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Feedback on optimal periods and multipliers is needed and appreciated
Release Notes
:)
Release Notes
Added Adaptive filter option for Mercurial
Fixed Period Mercurial
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Adaptive Period Mercurial
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Cleaned inputs
adaptiveAverage True Range (ATR)conceptexperimentexperimentalprobabilitystudytestTrend AnalysisunstableVolatility Stop
InSilico

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