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id: atr-indicator

ATR (Average True Range)

✅ Completed

Implementation Status​

  • ✅ Completed Basic ATR calculation
  • ✅ Completed Dynamic stop-loss calculations
  • ✅ Completed Timeframe-specific multipliers
  • ✅ Completed Performance optimization

Components​

  • ATR Calculator: Core volatility measurement with configurable period
  • Stop-Loss Generator: Dynamic stop levels based on ATR multipliers
  • Timeframe Manager: Period adjustments for different timeframes

API Interface​

  • Endpoint: /indicators/atr/{symbol}
  • Parameters:
    • period (default: 14)
    • timeframe (default: "1h")
    • include_stops (default: true)
  • Response: ATR value, optional stop-loss levels, volatility level

Timeline​

1
Phase 1 (Completed)
  • Basic ATR calculation
  • Stop-loss generation
2
Phase 2 (Completed)
  • Timeframe-specific multipliers
  • Performance optimization
3
Phase 3
  • Advanced volatility analysis
  • Multi-timeframe signals

Implementation Files​

NEXT_TASK: Implement advanced volatility analysis for ATR indicator, including volatility regime detection and trend strength correlation