ATR Stop Loss Finder

Category: volatility

Calculates dynamic stop-loss or volatility levels by projecting a multiplied Average True Range (ATR) above the high and below the low of each bar.

Formula

ATR = \frac{1}{n} \times \sum_{i=1}^{n} \max(High_i - Low_i, |High_i - Close_{i-1}|, |Low_i - Close_{i-1}|) \\ Upper = High + (ATR \times Multiplier) \\ Lower = Low - (ATR \times Multiplier)

Inputs

• Length (default: 14)
• Multiplier (default: 1.5)

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