filters update

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Miha Kralj
2026-02-23 17:27:35 -08:00
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239 changed files with 17880 additions and 6329 deletions
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@@ -8,7 +8,7 @@ While ATR tells you *how much* an asset moves, ATRN tells you *how unusual* that
## Historical Context
ATRN is a practical extension of Wilder's ATR, developed to solve the **context problem** in volatility analysis. Raw ATR values are meaningless in isolation—you need to compare them to something. Some traders compare ATR to price (ATRP/NATR), which gives a percentage. ATRN takes a different approach: it compares ATR to its own recent range.
ATRN is a practical extension of Wilder's ATR, developed to solve the **context problem** in volatility analysis. Raw ATR values are meaningless in isolation—you need to compare them to something. Some traders compare ATR to price (NATR), which gives a percentage. ATRN takes a different approach: it compares ATR to its own recent range.
This normalization approach is common in machine learning and signal processing, where inputs are scaled to [0,1] for better model performance. ATRN applies the same principle to volatility measurement.