ATR Heiken Ashi

Category: volatility

Calculates the Average True Range (ATR) using Heiken Ashi candle values (Open, High, Low, Close) instead of raw price data, resulting in a smoothed volatility measurement.

Formula

TR_{HA} = \max(HA_{High}, HA_{Close_{prev}}) - \min(HA_{Low}, HA_{Close_{prev}})\\ ATR_{HA} = \frac{1}{N} \sum_{i=0}^{N-1} TR_{HA_{t-i}} \\ \text{where } HA \text{ values are computed using standard Heiken Ashi formulas.}

Inputs

• InpAtrPeriod (default: 14)

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