ATR (No Gap) - Advanced Volatility Indicator

A customizable Average True Range indicator that eliminates gap distortion between trading sessions, providing cleaner volatility measurements for intraday and swing traders.
Key Features:

Gap Filtering: Optional toggle to ignore overnight/weekend gaps that distort volatility readings
EMA Smoothing: Defaults to EMA for more responsive volatility tracking (also supports RMA and SMA)
Half ATR Display: Shows 50% ATR value for quick stop-loss and take-profit calculations
Clean Value Table: Real-time values displayed on chart with configurable decimal precision
Flexible Settings: Customize length, smoothing method, and display options

Ideal for:

Setting dynamic stop losses and take profits
Position sizing based on current volatility
Comparing gap vs. no-gap volatility measurements
Trading instruments with large overnight gaps (indices, forex, crypto)

Use this indicator to get a more accurate picture of intraday volatility without the noise from session gaps!