Choppiness Index | Bots And Strategy | Help Center

Choppiness Index

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: choppiness_index

Exact formula

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

range = max(H,p) - min(L,p)

CHOP = 100 * log10(sum(TR,p)/range) / log10(p)

Parameters, defaults, and bounds

- period : default 14 ; 2–200

How the rule passes

above requires a strict > comparison.

below requires a strict < comparison.

cross_above requires the previous value below the threshold and the current value at or above it.

cross_below requires the previous value above the threshold and the current value at or below it.

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