Library
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Volatility
12Entry and exitLine
Keltner upper (EMA 20, 2×ATR 10)
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EMA length 20ATR length 10ATR multiplier 2
Entry and exitLine
Keltner lower (EMA 20, 2×ATR 10)
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EMA length 20ATR length 10ATR multiplier 2
Entry and exitLine
Keltner position (EMA 20, 2×ATR 10)
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EMA length 20ATR length 10ATR multiplier 2
Entry and exitLine
Donchian upper (20)
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Length 20
Entry and exitLine
Donchian lower (20)
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Length 20
Risk and sizingLine
Donchian width (20)
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Length 20
Risk and sizingLine
Return std dev (20, log)
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Risk and sizingLine
Historical volatility (20, ×√252)
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Length 20Bars per year 252
Risk and sizingLine
Chaikin volatility (10, 10)
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EMA length 10Change length 10
Risk and sizingLine
ATR percent (14)
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Length 14
Entry and exitLine
Bollinger %B (20, 2)
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Length 20Standard deviations 2
Risk and sizingLine
Bollinger bandwidth (20, 2)
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Length 20Standard deviations 2