Adaptive Volatility Indicator for NinjaTrader 8 — Predictive ATR Regime Detection

Predictive volatility regime indicator for NinjaTrader 8. Detects regime shifts before they arrive using second-order ATR analysis and kinematic projection.

Disclaimer

This indicator is provided for analytical and educational purposes only and does not constitute financial, investment, or trading advice. The developer is not a licensed financial advisor or broker. Trading financial markets involves substantial risk and may not be suitable for all individuals. Past performance, whether real or simulated, does not guarantee future results.

No representation is made that the use of this indicator will generate profits or prevent losses. The indicator is a market analysis tool and should only be used as part of a broader trading methodology.

By purchasing or using this product, you acknowledge that you are solely responsible for all trading decisions and outcomes resulting from its use. The developer shall not be liable for any financial losses or damages arising from the use or misuse of this software.

General mechanics: Finds ATR median over a lookback of X bars, determines ratio of current ATR to average ATR. Takes velocity and acceleration of that ratio and uses kinematic math to project the future ratio. Projected ratio gets smoothed and mapped on a scale between 0-1. the range of 0-1 is determined by your thresholds. It intends to be forward looking, but be aware ATR itself is a lagging input so limitations apply.

does not repaint, OnBarClose

includes adjustable ATR period, lookback, sensitivities to velocity and acceleration, thresholds, and smoothing. Includes optional lines for ATR ratio, projected ratio, velocity, and acceleration.

In this purchase:

You will receive a DLL file and an email for contact. You will need to email to obtain a license key and ensure setup goes smoothly.