CM ATR PercentileRank

CM ATR PercentileRank - Great For Showing Market Bottoms.

When Increased Volatility to the Downside Reaches Extreme Levels it’s Usually a Sign of a Market Bottom.

This Indicator Takes the ATR and uses a different LookBack Period to calculate the Percentile Rank of ATR Which is a Great Way To Calculate Volatility

Be Careful Of Using w/ Market Tops. Not As Reliable.

***Ability to Control ATR Period and set PercentileRank to Different Lookback Period

***Ability to Plot Histogram Just Showing Percentiles or Histogram Based on Up/Down Close

Fuchsia Lines = Greater Than 90th Percentile of Volatility based on ATR and LookBack Period.
Red Lines = Warning — 80-90th Percentile
Orange Lines = 70-80th Percentile

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//Created By ChrisMoody on 9/17/2014 
//Ability to control ATR period and set PercentileRank to Different Lookback Period
//Ability to Plot HIstogram Just Showing Percentiles or Hitogram Based on Up/Down Closes
study(title="CM_ATR_Percentile", shorttitle="CM_ATR_PrcntRank", overlay=false, precision=0)
length = input(5, minval=1, title="ATR Length")
length2 = input(50, minval=1, title="# of Bars the PercentileRank uses to Calculate % Values")
sn = input(true, title="Show Normal Histogram? Uncheck = Histogram based on Up/Down Close")

//ATR and PercentileRank Calculations
atr = sma(tr, length)
pctileRank = percentrank(atr, length2)

down = close < close[1]
up = close > close[1]

//Calculation for Showing Histogram based on Up/Down Close
pctileRankFinal = up ? pctileRank : down ? pctileRank * -1 : na

//Color Rules
col = pctileRank <= 70 ? gray : pctileRank > 70 and pctileRank < 80 ? orange : pctileRank >= 80 and pctileRank <= 90 ? red : pctileRank >= 90 ? fuchsia : silver

//Plot Statements
plot(sn and pctileRank ? pctileRank : pctileRankFinal, title="PercentileRank Histogram",style=columns, linewidth=2, color=col)
plot(0, title="0 Line", style=line, linewidth=3, color=silver)