ATR Heiken Ashi

Category: volatility

A variation of the Average True Range (ATR) that uses synthetic Heiken Ashi price data (High, Low, Close) instead of standard OHLC to calculate volatility.

Formula

TR = max(HA_High_i, HA_Close_{i-1}) - min(HA_Low_i, HA_Close_{i-1}) \nATR_i = ATR_{i-1} + (TR_i - TR_{i-Period}) / Period

Inputs

• InpAtrPeriod (default: 14)

See signal primitives and every published strategy that uses ATR Heiken Ashi on WOBR StrategyVerse.