Re: Volatility Indicators for MT4

331
kvak wrote: Mon Feb 28, 2022 6:45 am Hello, have this....It is close...
Good evening Kvak, how are you? Is there a possibility of doing an avgs ATR + MA MTF, including the RMAs?

I believe I can use this to see the increase in volatility over the days. and adding an average to the indicators always helps too.

finally, if you could include the STC rms, I noticed that there are ER RMA and FEMA ER RMA, I would be very grateful.

Thank you very much again :D
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Re: Volatility Indicators for MT4

333
RodrigoRT7 wrote: Wed Jan 08, 2025 3:35 pm Good evening Kvak, how are you? Is there a possibility of doing an avgs ATR + MA MTF, including the RMAs?

I believe I can use this to see the increase in volatility over the days. and adding an average to the indicators always helps too.

finally, if you could include the STC rms, I noticed that there are ER RMA and FEMA ER RMA, I would be very grateful.

Thank you very much again :D
Hello, I am updated code, try it....
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Re: Volatility Indicators for MT4

334
kvak wrote: Mon Jan 20, 2025 7:15 am Hello, I am updated code, try it....
Good evening Kvak, how are you?

It is almost perfect, it already has the functions that I will test here by multiplying the ATR of the previous day's closing by 0.50 -0.70 to see the results on the chart in each of the available ATR.

Could you just include the EMA ER and FEMA ER that are in STC eAverages please?

But I thank you, he is already excellent. That's exactly what I imagined.
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Re: Volatility Indicators for MT4

335
RodrigoRT7 wrote: Mon Jan 20, 2025 9:23 am Good evening Kvak, how are you?

It is almost perfect, it already has the functions that I will test here by multiplying the ATR of the previous day's closing by 0.50 -0.70 to see the results on the chart in each of the available ATR.

Could you just include the EMA ER and FEMA ER that are in STC eAverages please?

But I thank you, he is already excellent. That's exactly what I imagined.
Hello. I see this two averages in list....can you check it?
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Re: Volatility Indicators for MT4

336
kvak wrote: Tue Jan 21, 2025 10:13 am Hello. I see this two averages in list....can you check it?
Hi Kvak, I didn't explain it correctly. I was referring to the Reg MA Effciency Ratio Reg FEMA Efficiency Ratio averages.

In fact, I have the impression that I saw an Efficiency Ratio Reg MA ATR made by Loxx on Tradingview.

He was my inspiration for the idea for this one.

Once again, I thank you so much!!! :D

EDIT: my idea come from this indicator: // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx

//@version=5
indicator("ER-Adaptive ATR [Loxx]",
shorttitle="ERAATR [Loxx]",
overlay = false,
timeframe="",
timeframe_gaps = true)

greencolor = #2DD204

src = input.source(hl2, "Source")
period = input.int(14, "ATR Period")

mper = (period > 1) ? period : 1
mfast = math.max(mper / 2.0, 1)
mslow = mper * 5
mperDiff = mslow - mfast

noise = 0., aatr = 0.

diff = math.abs(src - nz(src[1]))
signal = math.abs(src - nz(src[mper]))
noise := nz(noise[1]) + diff - nz(diff[mper])
avgper = (noise != 0) ? (signal / noise) * mperDiff + mfast : mper
aatr := nz(aatr[1]) + (2.0 / (1.0 + avgper)) * ((high - low) - nz(aatr[1]))

ratr = ta.atr(period)
plot(aatr, "ER-Adaptive ATR", color = greencolor, linewidth = 2)
plot(ratr, "Regular ATR", color = color.white, linewidth = 1)
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Re: Volatility Indicators for MT4

337
RodrigoRT7 wrote: Tue Jan 21, 2025 11:50 am Hi Kvak, I didn't explain it correctly. I was referring to the Reg MA Effciency Ratio Reg FEMA Efficiency Ratio averages.

In fact, I have the impression that I saw an Efficiency Ratio Reg MA ATR made by Loxx on Tradingview.

He was my inspiration for the idea for this one.

Once again, I thank you so much!!! :D

EDIT: my idea come from this indicator:

Code: Select all

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx

//@version=5
indicator("ER-Adaptive ATR [Loxx]", 
     shorttitle="ERAATR [Loxx]", 
     overlay = false, 
     timeframe="", 
     timeframe_gaps = true)

greencolor = #2DD204

src = input.source(hl2, "Source")
period = input.int(14, "ATR Period")

mper = (period > 1) ? period : 1
mfast = math.max(mper / 2.0, 1)
mslow = mper * 5
mperDiff = mslow - mfast
        
noise = 0., aatr = 0.

diff = math.abs(src - nz(src[1]))
signal = math.abs(src - nz(src[mper]))
noise := nz(noise[1]) + diff - nz(diff[mper])
avgper = (noise != 0) ? (signal / noise) * mperDiff + mfast : mper
aatr := nz(aatr[1]) + (2.0 / (1.0 + avgper)) * ((high - low) - nz(aatr[1]))  

ratr = ta.atr(period)
plot(aatr, "ER-Adaptive ATR", color = greencolor, linewidth = 2)
plot(ratr, "Regular ATR", color = color.white, linewidth = 1)
Yep, my fault, sorry. Test this version.
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Re: Volatility Indicators for MT4

339
asgariHoo wrote: Wed May 28, 2025 3:08 pm Hi MRTools.
I hope you are well. Would I have this indicator? When colorDifference appears, I get an alert, a push notification, and an arrow on the chart. I tried it, but I haven't had any luck with an alert. appreciate.
Hello, that indicator uses Tma centered which recalculates(repaints) and alerts and arrows would not be accurate.
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