Normalized ATR free

by kaneida84 in category Volatility at 11/01/2022

ATR (Average True Range) is usually used to assess volatility of the market.

But since it is not bounded, we can not really know if some extremes of the volatility (maximal or minimal, whichever we are looking for) is reached. This version is using a min/max normalization to attempt to add those bounds and thus, to add a criteria if minimum or maximum is reached


Notification Publishing copyrighted material is strictly prohibited. If you believe there is copyrighted material in this section you may use the Copyright Infringement Notification form to submit a claim.
Formula / Source Code
Language: C#
Trading Platform: cAlgocTrader
´╗┐using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ATRNorm : Indicator
        [Parameter(DefaultValue = 14.0)]
        public int period { get; set; }

        [Parameter("Method", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType method { get; set; }

        public IndicatorDataSeries natr { get; set; }

        private AverageTrueRange atr;
        private Bars price;
        //   private IndicatorDataSeries natr;

        protected override void Initialize()
            atr = Indicators.AverageTrueRange(period, method);
            //    natr=CreateDataSeries()


        public override void Calculate(int index)
            double atrMax = atr.Result.Maximum(period);
            double atrMin = atr.Result.Minimum(period);

            natr[index] = (atr.Result[index] - atrMin) / (atrMax - atrMin);
            //  natr[index] = 100 * atr.Result[index] / Bars.ClosePrices[index];

fallguys2810 - January 25, 2022 @ 11:04

It's a detailed breakdown. Participate in the fall guys race for fun entertainment.

hanahismail1 - May 09, 2022 @ 09:47

I am stuck in displaying the picture in picture. The coding is really hard and easy at the same time. On CV Dubai, everything is perfect but the other site I am working on is quite hard to handle because of the quantity of the pages and content.

libraana43 - June 29, 2022 @ 10:49

Normalized ATR is so essential for developing technical analysis for measuring the volatility level, which is so normalized to seeing but there is also very systematic and reliable dissertation writing London available to get from them all the way to the UK, London city reactively.

amirasamy998 - August 02, 2022 @ 09:48

Stickman hook  is available for iOS and Android. PC games are better.

junealexis001 - September 12, 2022 @ 12:18

Great site i love it keep posting more!   storage sheds corpus christi