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-why not use a more objective measurment of volatility
(like (bbandtop(mp(),peri,s,2)-bbandbot(mp(),peri,s,
2)/mov(mp(),peri,s)
-why not normalize atr(n) ? (like
atr(peri)/mov(mp(),peri,s)
-better idea (?):> creat a MA based on (using only)
high atr(peri) reading....
thanks seems a good idic,
regards
--- Jose <josesilva22@xxxxxxxxx> wrote:
> Any feedback on this indicator appreciated:
>
> =============================
> EMA - ATR volatility adjusted
> =============================
>
> ---8<---------------------------
>
> { ATR volatility-adjusted, dyn-period EMA v2.0 }
>
> { Positive sensitivity:
> EMA periodicity shortens on high ATR volatility
> - increases on low ATR volatility }
> { Negative sensitivity:
> EMA periodicity shortens on low ATR volatility
> - increases on high ATR volatility }
>
> { [1]EMA: ATR volatility-adjusted EMA }
> { [2]Dyn periods: EMA periodicity used }
> { [3]ATR vlty: ATR volatility 0~100% }
> { [4]Signals: EMA/price crossover signals }
>
> { ©Copyright 2004 Jose Silva }
> { http://users.bigpond.com/prominex/pegasus.htm }
>
> pds:=Input("EMA avg periods",1,2520,21);
> sens:=Input("ATR volatility sensitivity (+100 to
> -100)%",-100,100,100)
> /100;
> pdsVlty:=Input("ATR voltility sampling periods",
> 2,2520,126);
> pdsATR:=Input("ATR periods",1,2520,10);
> x:=Input("[1]Open [2]High [3]Low [4]Close [5]Vol
> [6]P",1,6,4);
> plot:=Input("[1]EMA, [2]Dyn periods, [3]ATR vlty,
> [4]Signals",1,4,
> 1);
>
>
x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
> ATRvlty:=(ATR(pdsATR)-LLV(ATR(pdsATR),pdsVlty))
> /(HHV(ATR(pdsATR),pdsVlty)
> -LLV(ATR(pdsATR),pdsVlty)+.000001);
> multi:=If(ATRvlty<=.5,
> 10*Power(ATRvlty,3.4739)+.1,
> 10*Power(ATRvlty,3.32)+.000001);
> multi:=If(sens>0,1/multi,multi);
> multi:=If(multi<1,1-(1-multi)*Abs(sens),
> (multi-1)*Abs(sens)+1);
> pds:=pds*multi;
> pds:=If(Cum(x<>-101)-(pdsVlty+pdsATR)<pds,
> Cum(x<>-101)-(pdsVlty+pdsATR),pds);
> pds:=If(pds<1,1,pds);
> ATREma:=x*2/(pds+1)+PREV*(1-2/(pds+1));
> signals:=Cross(x,ATREma)+-Cross(ATREma,x);
>
> If(plot=2,pds,If(plot=3,ATRvlty*100,
> If(plot=4,signals,ATREma)))
>
> ---8<---------------------------
>
> jose '-)
>
>
>
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