ATR Resolution Ratio

Is the low TF compressed vs its HTF budget?

Low timeframe

Timeframe (min)

Its ATR

Higher timeframe

Timeframe (min)

Its ATR

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Volatility scales with √time, so each ATR is divided by √(its minutes) before dividing. ARR = (ATR_LTF/√t_LTF) ÷ (ATR_HTF/√t_HTF). Pine v6: Yes — request.security for the HTF ATR.