Did a quick experiment with step averages. Average true range has been commonly used in a lot of indicators to filter out signals. In this version some other volatility metrics are tried out with ATR. So it has four step models as below:-
Model 1 is simply using ATR.
Model 2 is using ATR scaled by Standard deviation.
Model 3 is using ATR scaled by VHF.
Model 4 is using ATR scaled by MAE(Mean absolute error).

Its a very rough estimate as from my little understanding scaling is changing something with respect to something. As I learn more there may be improvements.