ATR | Bots And Strategy | Help Center

ATR

What SteadyEdge calculates

This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.

- Registry filter IDs: atr

Exact formula

TR_0 = H_0-L_0

TR_t = max(H_t-L_t, abs(H_t-C_(t-1)), abs(L_t-C_(t-1)))

ATR = selected smoothing of TR over period: RMA, SMA, EMA, or WMA

Parameters, defaults, and bounds

- period : default 14 ; 1–100

- smoothing : Allowed values RMA , SMA , EMA , WMA

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

Data, timing, and warm-up

Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.

Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.

- Filters Reference

- How Entry Filters Work

- Timeframe, Operator, Value, And Params