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ATR by Session Library [1CG]

75
Library "ATRxSession"
This library shows you how big the bars usually are during a trading session. It looks only at the times you choose (like New York or London hours), measures the “true range” of every bar in that session, then finds the average for that session. It keeps the last N sessions and gives you their overall average, so you can quickly see how much the market typically moves per bar during your chosen session.

Call getSessionAtr(timezone, session, sessionCount) from your script, and it will return a single number: the average per-bar volatility during the chosen session, based on the last N completed sessions. This makes it easy to plug session-specific volatility into your own indicators or strategies.

getSessionAtr(_timezone, _session, _sessionCount)
  getSessionAtr - Computes a session-aware ATR over completed sessions.
  Parameters:
    _timezone (string): (string) - Timezone string to evaluate session timing.
    _session (string): (string) - Session time range string (e.g., "0930-1600").
    _sessionCount (int): (int) - Number of past completed sessions to include in the rolling average.
  Returns: (float) - The average ATR across the last N completed sessions, or na if not enough data.
Phát hành các Ghi chú
v2

Updated: Calculations now use Wilder's Smoothing.
getSessionAtr(_timezone, _session, _sessionCount, _atrLength)
  getSessionAtr - Computes a session-aware ATR over completed sessions.
  Parameters:
    _timezone (string): (string) - Timezone string to evaluate session timing.
    _session (string): (string) - Session time range string (e.g., "0930-1600").
    _sessionCount (int): (int) - Number of past completed sessions to include in the rolling average.
    _atrLength (int): (int) - Wilder ATR smoothing length applied to in-session bars (defaults to 14).
  Returns: (float) - The average ATR across the last N completed sessions, or na if not enough data.

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