ATR Heiken Ashi

Category: volatility

Calculates the Average True Range (ATR) using Heiken Ashi synthetic price data instead of standard OHLC values, providing a smoothed volatility measure.

Formula

HA\_Close = (Open + High + Low + Close) / 4 \\ HA\_Open = (HA\_Open_{prev} + HA\_Close_{prev}) / 2 \\ HA\_High = Max(High, HA\_Open, HA\_Close) \\ HA\_Low = Min(Low, HA\_Open, HA\_Close) \\ TR = Max(HA\_High, HA\_Close_{prev}) - Min(HA\_Low, HA\_Close_{prev}) \\ ATR = SMA(TR, n)

Inputs

• InpAtrPeriod (default: 14)

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