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SpaghettiScott
2019年7月20日午後2時58分

Average True Range with EMA 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

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Increasing and decreasing volatility in respect to ATR crossing an ema of ATR.
Ema acts as a proxy for look-back period as per Historical Volatility Percentile.
ATR is a proxy for Volatility as per standard deviation.
Divergence below ema means low volatility: the more divergence, the lower.
Divergence above the ema means high volatility.
コメント
Madcaptains
Is ti possible to add a multiplier to the atr?
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