The Engineering Challenge Behind ATR/nATR Filtering
Why don't most screeners offer ATR/nATR filtering? Because the computational cost is significant. The process: collect thousands of unique symbols across exchanges, select the optimal data source for each, download 20 candles per 5-minute interval per coin, calculate ATR(14), cache results — all while the server handles every other real-time task simultaneously. We've implemented nATR sorting and filtering across all screeners including the order book viewer. The server load is substantial — scaling to additional infrastructure is already on the roadmap.