//@version=4
study("My Script")
short_window = input(title="short_window", defval=30, minval=5)
long_window = input(title="long_window", defval=60, minval=20)
// dev = input(title="dev", defval=2.0, minval=0.1)
// sma_value = sma(ohlc4, window)
// delta = high - low
// std_value = stdev(delta, window)
// up = sma_value + dev * std_value
// down = sma_value - dev * std_value
// plot(up, color=color.red)
// plot(sma_value, color=color.green)
// plot(down, color=color.red)
// roc = close - close[window]
// plot(roc, color=color.red)
// plot(0, color=color.green, linewidth=3)
tr1 = max(high - low, abs(high - close[1]))
tr2 = max(tr1,abs(low - close[1]))
atr_long = sma(tr2, long_window)
atr_short = sma(tr2, short_window)
atr_ratio = atr_short/atr_long
plot(atr_ratio, color=color.red, linewidth=2)
plot(1, color=color.green, linewidth=2)