Volatility

7 conditions of this category are available in the strategy builder and to the agent. Each one lists the operators it accepts and what it can be compared with. How conditions work is explained in Indicators and conditions.

Average True Range (14)#

Market volatility measurement over 14 periods. Best for: Stop loss & Entry orders filtering. Use with: Normalized Average True Range (14), Close Price. Guide: Average True Range (14) > 0.5 indicates high volatility for the current pair, Average True Range (14) > 1.0 signals potential breakout conditions.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Average Directional Index (14), Bollinger Bands Upper (20, 2), Bollinger Bands Lower (20, 2), Volume, Close Price, Normalized Average True Range (14), Standard Deviation (20, 1)
• Examples: ATR > [threshold]: High volatility; ATR increasing AND ADX > 25: Trending volatile market

Normalized Average True Range (14)#

ATR expressed as percentage of closing price. Best for: Stop loss normalized volatility assessment. Use with: Average True Range (14), Bollinger Bands Upper (20, 2). Guide: Normalized Average True Range (14) > 3% indicates high volatility for the current pair, provides percentage-based volatility measurement.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Average True Range (14), Average Directional Index (14), Bollinger Bands Upper (20, 2), Bollinger Bands Lower (20, 2), Standard Deviation (20, 1)
• Range: 0 to 100
• Typical levels: high volatility 3
• Examples: NATR > 3: High percentage volatility

Bollinger Bands Upper (20, 2)#

Upper volatility band calculated as SMA plus 2 standard deviations. Best for: Entry orders & Close orders overbought exits & breakout triggers. Use with: Bollinger Bands Middle (20, 2), Relative Strength Index (14), Average True Range (14). Guide: Bollinger Bands Upper (20, 2) < Close Price indicates potential overbought conditions or breakout confirmation.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Close Price, High Price, Bollinger Bands Middle (20, 2), Bollinger Bands Lower (20, 2), Relative Strength Index (14), Stochastic %K (5, 3, 0, 3, 0), Volume, Average True Range (14)
• Examples: CLOSE >= BBANDS_UPPER: Potential overbought; CLOSE > BBANDS_UPPER AND RSI > 70: Strong overbought

Bollinger Bands Middle (20, 2)#

Dynamic trend line representing 20-period SMA. Best for: Entry orders & Close orders trend confirmation & direction. Use with: Bollinger Bands Upper (20, 2), Bollinger Bands Lower (20, 2), Exponential Moving Average (20). Guide: Bollinger Bands Middle (20, 2) < Close Price indicates uptrend, acts as dynamic support/resistance level.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Close Price, Bollinger Bands Upper (20, 2), Bollinger Bands Lower (20, 2), Exponential Moving Average (20), Exponential Moving Average (200), Simple Moving Average (20)
• Examples: BBANDS_MIDDLE < CLOSE: Uptrend; Acts as dynamic support/resistance

Bollinger Bands Lower (20, 2)#

Lower volatility band calculated as SMA minus 2 standard deviations. Best for: Entry orders & Close orders oversold entries & bounce signals. Use with: Bollinger Bands Middle (20, 2), Relative Strength Index (14). Guide: Bollinger Bands Lower (20, 2) > Close Price indicates oversold conditions and potential bounce entry points.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Close Price, Low Price, Bollinger Bands Middle (20, 2), Bollinger Bands Upper (20, 2), Relative Strength Index (14), Stochastic %K (5, 3, 0, 3, 0)
• Examples: BBANDS_LOWER > CLOSE: Oversold conditions; Potential bounce entry point

Standard Deviation (20, 1)#

Price dispersion measurement over 20 periods. Best for: Entry orders & Close orders volatility assessment & expansion. Use with: Average True Range (14), Bollinger Bands Upper (20, 2). Guide: Standard Deviation (20, 1) > 0.1 indicates higher price dispersion, fundamental component of Bollinger Bands calculations.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Average True Range (14), Normalized Average True Range (14), Bollinger Bands Upper (20, 2), Bollinger Bands Lower (20, 2), Close Price
• Examples: STDDEV > 0.1: Higher price dispersion; Component of Bollinger Bands

Mass Index (9, 25)#

Reversal detection indicator based on price range expansion (9 EMA, 25 sum). Best for: Entry orders & Close orders reversal warnings & trend continuation assessment. Use with: Average True Range (14), Relative Strength Index (14), Average Directional Index (14). Guide: Mass Index (9, 25) > 27 indicates potential reversal, Mass Index (9, 25) < 26.5 suggests trend continuation.

• Operators: Greater Than, Less Than, Greater or Equal, Less or Equal, Not Equal, Cross Above, Cross Below
• Compare with: a number, Average True Range (14), Bollinger Bands Upper (20, 2), Bollinger Bands Lower (20, 2), Average Directional Index (14)
• Typical levels: reversal 27, continuation 26.5
• Examples: MASSINDEX > 27: Potential reversal; MASSINDEX < 26.5: Trend continuation