Volatility filter

Order Block Filter Calculator

Order-block filters decide which candle range is stored as a block. This calculator applies an ATR filter or a cumulative mean range filter, flags high-volatility bars and shows the resulting filtered high and low.

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Try the tool

Runs locally in your browser. No uploads, no API keys.

OHLC CSV time, open, high, low, close

Filter ATR period

How to use it

Paste OHLC data with time, open, high, low and close.
Choose ATR or cumulative mean range.
Run the filter.
Inspect which bars are treated as high volatility and how their stored high/low changes.

Order Block Filter Calculator FAQ

Why filter an order block?

A volatility filter changes how the candle range is interpreted, which affects the stored block boundaries.

What ATR period should I use?

Use the period that matches your tested setup; 14 and 200 are common choices for different timeframes.

Is this a trading signal?

No. It is a descriptive calculation tool.

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These tools are educational calculators. They do not provide trading signals, execute orders or guarantee results. Validate any output independently.

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