NATR filter
Filters pairs by volatility level. The indicator shows how much the price moves on average per candle — as a percentage of the current price. A value of 1.0% means the price moves on average 1% per candle. The higher the value, the more volatile the instrument is right now.
What is Normalized ATR (NATR)
NATR (Normalized Average True Range) is a volatility indicator that expresses the Average True Range (ATR) as a percentage of the current asset price.
Formula:
NATR (%) = ATR / Current Price × 100%How to interpret values:
Low value — the market is calm, price fluctuations are minor
High value — the market is active, price is moving significantly relative to its value
⚠️ Unlike ATR, NATR allows comparing volatility across different assets regardless of their price level.
Calculation Logic
1. True Range (TR)
For each period, the True Range is calculated as the maximum of three values:
range1 = High − Low
range2 = |High − PrevClose|
range3 = |Low − PrevClose|
TR = max(range1, range2, range3)TR accounts for both intra-period movements and possible gaps between periods.
2. ATR (Average True Range)
ATR is the moving average of TR values over a period of N = 14.
3. NATR (%)
Where:
ATR — average true range over 14 periods
Close — closing price of the current period
The result is expressed as a percentage.
Filter Parameters
Enabling the Filter
Each section represents one filter. The "+ Add filter" button adds another filter with independent settings.
Indicator
Select the timeframe for NATR calculation:
1m NATR % — normalized ATR based on 1-minute candles
5m NATR % — normalized ATR based on 5-minute candles
15m NATR % — normalized ATR based on 15-minute candles
1h NATR % — normalized ATR based on 1-hour candles
Range
Set the allowed NATR value range in percent:
Left boundary — minimum allowed value (e.g., 0%)
Right boundary — maximum allowed value (e.g., 5%)
The algorithm only works with pairs whose NATR value falls within the specified range.
⚠️ The range must be set from the smaller value to the larger value.
Cancel if out of range
If checked — active orders are cancelled at the moment NATR moves outside the specified range. If unchecked — orders remain active until filled or manually cancelled.
Why Use the NATR Filter
Select volatile markets: Set high range values so the algorithm only works on pairs with active price movement.
Avoid overheated markets: Set low range values to exclude pairs with excessive price spikes and higher slippage risk.
Support
Questions or suggestions — contact support.
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