ATRpercentage indicator - NinjaTrader | futures io social day trading
futures io futures trading

ATRpercentage indicator
Updated: Views / Replies:2,087 / 1
Created: by Peter Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

ATRpercentage indicator

  #1 (permalink)
Elite Member
Brisbane; Australia
Futures Experience: Intermediate
Platform: NT
Broker/Data: IB/TDA needing new broker
Favorite Futures: Futures, Forex, Stocks
Peter's Avatar
Posts: 97 since Jun 2009
Thanks: 91 given, 101 received

ATRpercentage indicator

Trying to find why my mechanical MA cross-over system did work last months. Suspecting a lack of volatility, I have been looking at the ATR.

But the ATR was over the last year was very distorted as the price dropped 90%.
So I made an ATRpercentage indicator that will yield the ATR as percentage of the median price.

Taking the ATR as percentage of the price worked. It showed that my strategy was getting worse with a lower ATRpercentage. Or to put it another way ... I need a minimum volatility to have the MA cross-over strategy to work. Which makes sense ... in hindsight. Now I need to find settings that will stop the strategy when the ATRpercentage is too low.

I will put the indicator here first before putting in the downloading section as the 'real coders' might want to improve it.

Attached Files
Register to download File Type: zip (2.3 KB, 116 views)
Reply With Quote
The following 3 users say Thank You to Peter for this post:
  #2 (permalink)
Trading Apprentice
Futures Experience: None
Platform: Amibroker/MultiCharts8/MT4/NT/SC
Broker/Data: compositedge investment pvt. ltd/RKSV/GDFL
Favorite Futures: Futures
Posts: 22 since Dec 2013
Thanks: 10 given, 4 received


got error in NT7


Error on calling 'OnBarUpdate' method for indicator 'ATRpercentage' on bar 1: Index was outside the bounds of the array.
Error on calling 'OnBarUpdate' method for indicator 'ATRpercentage' on bar 1: Index was outside the bounds of the array.
Error on calling 'OnBarUpdate' method for indicator 'ATRpercentage' on bar 1: Index was outside the bounds of the array.
Error on calling 'OnBarUpdate' method for indicator 'ATRpercentage' on bar 0: Index was outside the bounds of the array.


Reply With Quote


futures io > > > > ATRpercentage indicator

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

Wyckoff Hunting for Great Risk/Reward Ratio w/Gary Fullett

Elite only

Digging into the Details of iSystems w/Stage 5 & iSystems

Jun 5

All times are GMT -4. The time now is 10:07 AM.

Copyright © 2018 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432,
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2018-05-27 in 0.08 seconds with 19 queries on phoenix via your IP