Indicator Lab · CHANDELIER EXIT · Volatility
Chandelier Exit
Derives long and short exit lines from rolling highs or lows with ATR distances.
BTCUSDC · 1h · latest 30 complete days · shared snapshot · no account required
How does an ATR-based exit reference change relative to the rolling extreme?
Derives long and short exit lines from rolling highs or lows with ATR distances.
One dataset, the same parameters and the same candle for application and explanation.
BTCUSDC · confirmed hourly candles
Snapshot retrieved: 11 Oct 2026, 15:52 UTC · stored snapshot · background refresh scheduled · age when opened: 3,138.3 min
11 Sept 2026, 15:00 — 11 Oct 2026, 15:00 UTC · 720 evaluation candles · 3000 earlier candles for warm-up only. Your opened snapshot stays fixed. A visit can refresh a stale cache in the background for later visitors; fetching fresh is not a tick stream.
Parameters and precise application
Number of confirmed hourly candles. Warm-up history stays fixed; only this parameter changes.
Number of confirmed hourly candles. Warm-up history stays fixed; only this parameter changes.
Number of confirmed hourly candles. Warm-up history stays fixed; only this parameter changes.
Explicit formula parameter of the calculation convention described below.
Directional rule · long or cash
BUY when the actual close crosses the primary line from below; SELL on the reverse cross. Synthetic lines are not fill prices. Confirmed closes only; cash start, no shorts/pyramiding. Fills no earlier than the next open with fees and slippage. Thresholds are analysis conventions, not optimized recommendations.
Shared capital and cost model
Includes the buy fee; the remainder stays in cash.
One adverse markup/markdown. Do not add spread a second time.
1 = next open. No retroactive trade at the signal close.
Preparing the calculation module. The shared market snapshot is already available.
Calculation and interpretation of the same candle
The lines provide modeled trailing references; a complete rule must determine position, direction change and execution time.
Long=max_high_length(H)−multiplier·ATR; Short=min_low_length(L)+multiplier·ATR
TA-Lib Wilder ATR; extrema use available history with min_periods=1, as in source.
A historical stop line guarantees no sale at its line price. Gaps and unobserved intrabar sequences remain unresolved.
Checked sources and reproducibility
- pandas-ta 0.4.71b0 · pandas_ta/volatility/chandelier_exit.py
Verified original file from the versioned library; the implemented convention and deliberate differences accompany the formula. · checked 2026-10-11
- The Probability of Backtest Overfitting
Why selection across many historical trials can produce misleading results. This tool does not estimate PBO or claim out-of-sample profitability. · checked 2026-10-11
Data source, versions and hash
- Market data source
- https://data-api.binance.vision/api/v3/klines?symbol=BTCUSDC&interval=1h&startTime=1778338800000&endTime=1791730799999
- Specification
- indicator-library-1.0.0
- Execution model
- signal-simulation-1.0.0
- Data hash
- 42ac75e03e017bcac023d319dabb0928e0562fda0e51f4bfa5549ac50e3e8be4
- Disclosed candles including warm-up
- 3720
The sources support definitions and methodological limits. They do not establish profit for this specific BTCUSDC rule. This analysis is descriptive; parameter trials on the same history are not independent out-of-sample evidence. Parity with a deployed unCoded engine is not claimed.