Engineering Alpha

Engineering Alpha

Use This Indicator to Follow The Trend

Creating and Coding the Smoothed Normalized ATR Indicator

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Nov 01, 2023
∙ Paid

Volatility indicators are helpful in detecting trends. This article shows how to transform the ATR into a directional indicator and create a strategy out of it.

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