OPEN-SOURCE SCRIPT

ATR SL

81


### ๐Ÿ“˜ **์Šคํฌ๋ฆฝํŠธ ์„ค๋ช… โ€” ATR ๊ธฐ๋ฐ˜ ์Šคํƒ‘๋กœ์Šค ํ‘œ์‹œ๊ธฐ (ATR SL)**
์ด ์Šคํฌ๋ฆฝํŠธ๋Š” **์บ”๋“ค ์ €๊ฐ€(low)์™€ ATR(ํ‰๊ท  ์ง„ํญ ์ง€ํ‘œ)** ๋ฅผ ํ™œ์šฉํ•ด
ํŠธ๋ ˆ์ด๋”ฉ ์‹œ **๋™์ ์ธ ์Šคํƒ‘๋กœ์Šค ๋ผ์ธ๊ณผ ๋ผ๋ฒจ**์„ ์ž๋™์œผ๋กœ ํ‘œ์‹œํ•ด์ฃผ๋Š” ์ธ๋””์ผ€์ดํ„ฐ์ž…๋‹ˆ๋‹ค.

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#### ๐Ÿ”ง **๊ธฐ๋ณธ ๋กœ์ง**

* **๊ฐ ๋ด‰๋ณ„ ATR(10)** ์„ ์ด์šฉํ•˜์—ฌ ๋ณ€๋™์„ฑ ๊ธฐ๋ฐ˜ ์Šคํƒ‘๋กœ์Šค ๊ณ„์‚ฐ
โ†’ `ATR SL = ์ €๊ฐ€ - ATR(10) ร— Multiplier`
* **์˜ค๋Š˜ ๋ด‰(์‹ค์‹œ๊ฐ„)** ์€ ๋ณ€๋™์„ฑ์ด ์ž‘๊ฒŒ ์žกํžˆ๋Š” ๊ฒƒ์„ ๋ฐฉ์ง€ํ•˜๊ธฐ ์œ„ํ•ด
`์˜ค๋Š˜ ATR`๊ณผ `์ „์ผ ATR` ์ค‘ **๋” ํฐ ๊ฐ’**์„ ์‚ฌ์šฉ
* ๊ณผ๊ฑฐ ๋ด‰๋“ค์€ ํ•ด๋‹น ์‹œ์ ์˜ **๊ทธ๋‚  ATR**๋กœ ๊ณ„์‚ฐ๋˜์–ด ๊ณ ์ •๋จ

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#### ๐ŸŽฏ **ํ‘œ์‹œ ์š”์†Œ**

| ํ•ญ๋ชฉ | ์„ค๋ช… |
| --------------------- | ----------------------------------- |
| **ํ•‘ํฌ ๋ผ์ธ** | ๊ฐ ๋ด‰๋ณ„ ์Šคํƒ‘๋กœ์Šค ๋ผ์ธ (`์ €๊ฐ€ - ATR ร— m`) |
| **์˜ค๋Š˜ ์Šคํƒ‘ ๋ผ๋ฒจ** | ํ˜„์žฌ ์บ”๋“ค ์œ„์— ํ‘œ์‹œ๋˜๋Š” ์˜ค๋Š˜ ๊ธฐ์ค€ ์Šคํƒ‘ ๊ฐ€๊ฒฉ |
| **์ตœ๊ทผ 5์ผ ์ค‘ ๋งฅ์‹œ๋ฉˆ ์Šคํƒ‘ ๋ผ๋ฒจ** | ์ตœ๊ทผ 5์ผ๊ฐ„ ๊ฐ€์žฅ ๋†’์€ ์Šคํƒ‘๋กœ์Šค ๊ฐ’์ด ๋ฐœ์ƒํ•œ ๋ด‰ ์œ„์— 1๊ฐœ ํ‘œ์‹œ |

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#### โš™๏ธ **์ฃผ์š” ์„ค์ •๊ฐ’**

| ์ด๋ฆ„ | ์„ค๋ช… | ๊ธฐ๋ณธ๊ฐ’ |
| ------------ | -------------------------------- | ---- |
| `Length` | ATR ๊ณ„์‚ฐ ๊ธฐ๊ฐ„ | 10 |
| `Smoothing` | ATR ๊ณ„์‚ฐ ๋ฐฉ์‹ (RMA/SMA/EMA/WMA ์ค‘ ์„ ํƒ) | RMA |
| `Multiplier` | ATR ๋ฐฐ์ˆ˜ (๋ฆฌ์Šคํฌ ์—ฌ์œ  ์กฐ์ ˆ) | 1.01 |
| `Long Base` | ๊ธฐ์ค€๊ฐ€ (๋ณดํ†ต ์ €๊ฐ€ low ์‚ฌ์šฉ) | low |
| `Lookback` | ์ตœ๊ทผ N๋ด‰ ์ค‘ ์ตœ๊ณ  ์Šคํƒ‘ ํƒ์ƒ‰ ๊ตฌ๊ฐ„ | 5 |

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#### ๐ŸŽจ **์ƒ‰์ƒ**

* ๋ผ์ธ: ์—ฐํ•‘ํฌ (`rgba(255,105,180,0.3)`)
* ๋ผ๋ฒจ: ์ง„ํ•œ ํ•‘ํฌ (`rgba(255,105,180,0.1)`)
* ํ…์ŠคํŠธ: ํฐ์ƒ‰

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#### ๐Ÿ“ˆ **ํ™œ์šฉ ์˜ˆ์‹œ**

* **์Šคํƒ‘๋กœ์Šค ์„ค์ •:**
ATR ๊ธฐ๋ฐ˜์˜ ๋ณ€๋™์„ฑ ๋Œ€์‘ํ˜• ์Šคํƒ‘๋ผ์ธ์„ ์ฆ‰์‹œ ์‹œ๊ฐํ™”
* **๋ฆฌ์Šคํฌ ๊ด€๋ฆฌ:**
๋ณ€๋™์„ฑ์ด ์ค„์–ด๋“ค ๋•Œ๋„ ์ง€๋‚˜์น˜๊ฒŒ ์ข์€ ์Šคํƒ‘์„ ๋ฐฉ์ง€ (์˜ค๋Š˜ ๋ด‰์€ `max(์˜ค๋Š˜ATR, ์ „์ผATR)` ์ ์šฉ)
* **ํŠธ๋ ˆ์ผ๋ง ์Šคํƒ‘ ์šฉ๋„:**
์ƒ์Šน ์ถ”์„ธ์—์„œ ์ตœ๊ทผ 5์ผ ์ค‘ ์ตœ๊ณ  ์Šคํƒ‘ ๋ผ๋ฒจ ์ฐธ๊ณ  ๊ฐ€๋Šฅ

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#### ๐Ÿง  **์ฃผ์˜์‚ฌํ•ญ**

* ๋ผ๋ฒจ์€ ํ•ญ์ƒ **2๊ฐœ๋งŒ ํ‘œ์‹œ๋จ**
โ†’ ์˜ค๋Š˜ ์Šคํƒ‘ 1๊ฐœ + ์ตœ๊ทผ 5์ผ ๋งฅ์‹œ๋ฉˆ ์Šคํƒ‘ 1๊ฐœ
* ํ•˜๋‹จ ๋ณด์กฐ์ฐฝ์ด ์•„๋‹ˆ๋ผ **๋ฉ”์ธ ์ฐจํŠธ ์œ„(`overlay=true`)** ์— ํ‘œ์‹œ
* ๋ฉ€ํ‹ฐ๋ผ์ธ ๋ฌธ๋ฒ• ์˜ค๋ฅ˜ ๋ฐฉ์ง€๋ฅผ ์œ„ํ•ด ๋ชจ๋“  `label.new()`๋Š” **ํ•œ ์ค„๋กœ ์ž‘์„ฑ๋จ**

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#### ๐Ÿ’ฌ **์š”์•ฝ**

> ATR SL = ๋ณ€๋™์„ฑ์„ ๋ฐ˜์˜ํ•œ ์‹ค์ „์šฉ ์Šคํƒ‘๋กœ์Šค ํ‘œ์‹œ๊ธฐ
> โ†’ ์‹ค์‹œ๊ฐ„ ATR ๋ณด์ •(`max(์˜ค๋Š˜, ์–ด์ œ)`)์œผ๋กœ ์žฅ ์ดˆ๋ฐ˜ ์™œ๊ณก ๋ฐฉ์ง€
> โ†’ ์ตœ๊ทผ 5์ผ ์ตœ๊ณ  ์Šคํƒ‘๊ณผ ์˜ค๋Š˜ ์Šคํƒ‘์„ ํ•จ๊ป˜ ์‹œ๊ฐํ™”ํ•ด ์ถ”์„ธ ํŒŒ์•… ์šฉ์ด

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ํ•„์š”ํ•˜๋ฉด ์ œ๋ชฉ ์•„๋ž˜์— ์ด๋Ÿฐ ๋ฌธ๊ตฌ๋ฅผ ์ถ”๊ฐ€ํ•ด๋„ ์ข‹์•„๐Ÿ‘‡

> โ€œBy turtlekim ๐Ÿข โ€” ๋ณ€๋™์„ฑ ๊ธฐ๋ฐ˜ ๋ฆฌ์Šคํฌ ๋งค๋‹ˆ์ง€๋จผํŠธ์šฉ Pine Scriptโ€

โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐Ÿ“˜ ATR SL โ€” ๋ณ€๋™์„ฑ ๊ธฐ๋ฐ˜ ์Šคํƒ‘๋กœ์Šค ํ‘œ์‹œ๊ธฐ (by turtlekim)
//


// This script visualizes a **volatility-based stop loss** line
// using each candle's **Low** and **ATR(10)** value.
// Designed for traders who want adaptive, risk-adjusted stop levels.
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐Ÿ”ง ๊ธฐ๋ณธ ๋กœ์ง / Core Logic
// - ATR SL = Low - ATR(10) ร— Multiplier
// - For historical candles โ†’ uses that day's ATR(10)
// - For the current (realtime) candle โ†’ uses max(Todayโ€™s ATR, Previous ATR)
// to prevent unrealistically small stops when volatility is low early in the session.
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐ŸŽฏ ํ‘œ์‹œ ์š”์†Œ / Display Elements
// โ€ข Pink line โ†’ ATR-based stop line per candle
// โ€ข Pink label โ†’ Todayโ€™s stop (current candle)
// โ€ข Pink label โ†’ Highest stop over the past 5 bars (1 label only)
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// โš™๏ธ ์ฃผ์š” ์„ค์ •๊ฐ’ / Key Parameters
// Length : ATR period (default = 10)
// Smoothing : Type of ATR averaging (RMA/SMA/EMA/WMA)
// Multiplier : Adjusts distance from Low (default = 1.01)
// Long Base : Reference price (usually Low)
// Lookback : Number of bars for max stop check (default = 5)
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐ŸŽจ ์ƒ‰์ƒ / Color Scheme
// โ€ข Line : Light pink (rgba(255,105,180,0.3))
// โ€ข Labels : Solid pink (rgba(255,105,180,0.1))
// โ€ข Text : White
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐Ÿ“ˆ ํ™œ์šฉ ์˜ˆ์‹œ / How to Use
// - Set your stop-loss visually at the pink line (ATR-based distance).
// - For position sizing, use this stop level to calculate volatility risk.
// - Track both todayโ€™s stop and the 5-bar max stop to monitor trailing support.
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐Ÿง  ์ฃผ์˜์‚ฌํ•ญ / Notes
// โ€ข Only two labels are shown: Todayโ€™s stop + 5-bar max stop.
// โ€ข Works only on main chart (overlay=true).
// โ€ข All label.new() statements are written in a single line
// to avoid syntax errors in Pine Script.
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€
// ๐Ÿ’ฌ ์š”์•ฝ / Summary
// ATR SL = Dynamic, volatility-adjusted stop loss visualizer
// โ†’ Prevents premature stopouts in early low-volatility periods
// โ†’ Highlights both current and recent 5-bar maximum stops
//
//โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€

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