Modification of the ATR indicator.

The following changes have been made:

1. Calculation is performed in a relative scale, and not absolute;
2. Data for volatility calculation are obtained not by simple averaging, but using weighed averaging;
3. The maximum and minimum boundaries of the volatility for the specified period are displayed;
4. Introduces areas of high and low volatility.

Input parameters

1. ATR Period - period for the indicator calculation;
2. ATR Range - period for calculation of the maximum and minimum boundaries;
3. High volatility - percentage level, when exceeded, the volatility is considered to be high;
4. Low volatility - percentage level, when exceeded, the volatility is considered to be low;