STRATA USER MANUAL

About This Manual

This manual describes Strata v1.1 — what it does, how its settings work, and how to use it in practice. Strata is the simplest indicator in the Flow Dynamics family: five independent moving-average slots stacked into one indicator, each fully configurable with its own type, period, source, color, and thickness. No detection logic, no overlays, no rectangles or markers — just the curves themselves.

If you’ve used moving averages in any platform, you know what Strata does. The value Strata adds is consolidation: instead of stacking five separate instances of a built-in MA indicator on the same panel (with separate config dialogs, separate templates, separate everything), Strata gives you one indicator with five slots. The settings panel is also more compact and easier to read.

The manual is organized in the order most users will need information:

• Section 2 explains what Strata does and how the five slots work together.
• Section 3 covers the five MA types with their formulas and characteristics.
• Section 4 walks through setup and reading.
• Section 5 is the complete settings reference, covering one MA slot in detail; the other four slots are identical.
• Sections 6–8 cover practical workflows, common questions, and design notes.

Quick Start

1. Apply Strata to any chart in ATAS. It works on any chart type — time-based, tick, range, renko, whatever.
2. On first load, no lines display: all five MA slots default to Type = None, which means “don’t render.” This is intentional — you choose which slots to use rather than turning off ones you don’t want.
3. Open the indicator settings. You’ll see five identical groups labeled MA 1 through MA 5. For each slot you want to use, change Type from None to your preferred algorithm (SMA, EMA, TEMA, WMA, or VWMA).
4. Configure period, source, color, and line thickness independently for each slot. Defaults are calibrated to common-use periods (20, 21, 50, 100, 200) with distinct colors so a typical 4- or 5-MA setup works without tuning colors.
5. Slots set to Type = None remain hidden. Slots with any other Type render their MA curve in the configured color and thickness.

 

What Strata Shows

Strata renders up to five moving-average curves on a single chart. Each curve is computed independently and drawn in its own configurable color. The slots are equal — there’s no “primary” MA and “secondary” MAs, no fast/slow pairing built in. Whether you use the slots for a 9/21 EMA crossover, a 20/50/100/200 SMA stack, a mixed-type ensemble, or anything else is the user’s choice.

The Five Slots

Each slot is independent and has the same five settings:

• Type — which moving-average algorithm to use (or None to disable).
• Period — the lookback window for the algorithm.
• Source — which price (or volume) to feed into the algorithm.
• Color — line color.
• Line Thickness — line width in pixels.

Changing any setting on any slot recalculates only that slot. Slots set to Type = None skip computation and rendering entirely, so unused slots have no performance cost.

Default Configuration

Out of the box, all five slots default to Type = None, so the indicator displays nothing. This is deliberate. The defaults set up the other settings sensibly (periods 20, 21, 50, 100, 200; distinct colors per slot; Source = Close; Thickness = 1) so that you only need to flip the Type setting to start using a slot. No need to reconfigure every field every time.

If you find yourself enabling slots in the same way every time, save Strata’s configuration as a template — ATAS’s template system carries Strata’s settings just like any other indicator.

 

The Five MA Types

Strata supports five moving-average algorithms plus the None option (which disables the slot). Each algorithm has different characteristics — responsiveness, smoothing, weighting — and the right choice depends on the analysis.

SMA (Simple Moving Average)

The classic moving average: sum the last N values, divide by N. Every value in the window has equal weight. SMA is the smoothest of the five — it reacts slowly to recent price changes because old values still contribute equally to new values.

Use SMA when you want a smooth reference line that lags but provides clean directional context. Long-period SMAs (50, 100, 200) are the canonical trend filters in this category.

EMA (Exponential Moving Average)

Each new value is computed as a blend of the latest data point and the previous EMA value, weighted so recent data dominates: EMA(today) = α × value + (1−α) × EMA(yesterday), where α = 2 / (Period + 1). All historical data still influences the result, but its weight decays exponentially the further back you go.

Strata seeds the EMA with a simple mean of the first N values, then transitions to the exponential recurrence on subsequent bars. This is the standard seeding behavior — it ensures the first computable EMA value isn’t dominated by a single starting data point.

EMAs are more responsive than SMAs of the same period. A 20-period EMA reacts faster to a price change than a 20-period SMA. Use EMA when responsiveness matters and you accept the cost of being whipsawed during noisy periods.

TEMA (Triple Exponential Moving Average)

A composite of three EMAs designed to reduce lag relative to a single EMA of the same period. The formula: TEMA = 3 × EMA1 − 3 × EMA2 + EMA3, where EMA2 is an EMA of EMA1’s values, and EMA3 is an EMA of EMA2’s values.

The mathematical effect is to subtract out lag introduced by the cascade of smoothings, producing a curve that hugs price more tightly than a regular EMA. Each of the three internal EMAs is seeded the same way Strata seeds standalone EMAs.

TEMA is more responsive than EMA, which is more responsive than SMA. The tradeoff: it can overshoot in fast price moves and may be noisier in choppy markets. Use TEMA when low lag is the priority and the visual noise is acceptable.

WMA (Weighted Moving Average)

Like SMA but with linearly increasing weights: the most recent value has weight N, the one before it has weight N−1, and so on, down to weight 1 for the oldest value in the window. The weighted sum is divided by the sum of weights (which is N × (N+1) / 2).

WMA sits between SMA and EMA in responsiveness — recent values get more weight than older values (unlike SMA), but the weighting drops linearly rather than exponentially (unlike EMA), so very old values fall out of the window cleanly when they exit. WMA has no equivalent to EMA’s seeding issue because the linear weighting handles the early bars naturally.

Use WMA when you want EMA-like responsiveness with cleaner behavior at the boundary of the lookback window.

VWMA (Volume-Weighted Moving Average)

Like SMA but each value is weighted by that bar’s volume. The numerator is the sum of (value × volume) across the window; the denominator is the sum of volume. The result is a moving average that puts more weight on high-volume bars and less on low-volume bars.

VWMA’s reading: “where did the action happen?” Bars with low participation contribute less to the average; bars with high participation dominate. On instruments with significant volume variation (most equities, futures, crypto), VWMA can deviate meaningfully from SMA — the deviation itself is informative.

Volume is required for VWMA to be meaningful. On instruments where the chart’s volume data is absent or zero (some FX feeds, certain synthetic instruments), VWMA degenerates into something equivalent to SMA. Check that volume is visible on your chart before relying on VWMA.

 

Setup and Reading the Output

Installation

Strata is an ATAS indicator and installs through ATAS’s standard indicator-management workflow. Refer to your platform’s documentation for adding custom indicators.

Chart Type Requirements

Strata works on any chart type. It reads candle data (open, high, low, close, volume) via the standard ATAS indicator API, and computes against whatever data the chart provides. Time-based, tick, range, renko, candle-volume — all work the same way.

VWMA is the one type with a soft requirement: it needs volume data. On chart types that don’t expose volume per bar (unusual but possible on some synthetic instruments), VWMA’s denominator becomes zero and the result is undefined. Verify volume is visible on the chart before using VWMA.

Reading the Lines

Each enabled slot draws a single connected line across the chart, computed from the bar where there’s enough data to begin (period bars in for SMA/WMA/VWMA, slightly different for EMA/TEMA due to the seeding behavior) through to the live bar. Bars before the line has data show no line — the line starts where data becomes available.

Line color and thickness come directly from each slot’s settings. There are no special visual encodings — no “this line is more important than that one” markers, no gradient effects. The visual hierarchy is whatever the user creates through color and thickness choices.

Live Bar Behavior

The most recent bar — the live bar — is incomplete and updates with each new tick. Strata recomputes its MAs each tick to reflect the current live-bar source values. For SMA the recomputation is straightforward (the rolling sum’s most-recent element changes). For EMA and TEMA, the recomputation requires restoring the state to what it was at the previous bar’s close, then advancing it once with the new live values — Strata handles this automatically via snapshot/restore inside the MA state.

The visible consequence: the rightmost endpoint of each line wiggles as the live bar develops. Once the bar closes, the endpoint stabilizes and the new live bar begins.

 

Settings Reference

Settings are organized into five identical groups: MA 1, MA 2, MA 3, MA 4, MA 5. Each group has the same five settings in the same order. The reference below covers one slot in detail; the other four are mechanically identical, differing only in their default Period and Color values.

Per-Slot Settings

Type   Default: None

Selects which moving-average algorithm to use, or disables the slot.

None: slot is disabled. No computation runs and no line draws. This is the default for all five slots — enable explicitly the slots you want to use.

SMA: Simple Moving Average. Equal weights, smoothest, most lag.

EMA: Exponential Moving Average. Recent data weighted exponentially higher, faster than SMA.

TEMA: Triple Exponential Moving Average. Composite of three EMAs designed to reduce lag below a single EMA.

WMA: Weighted Moving Average. Linear weights — recent data weighted higher than old data but with linear falloff.

VWMA: Volume-Weighted Moving Average. Each value weighted by that bar’s volume. Requires volume data.

See Section 3 for full descriptions of each type.

Period   Default: 20 / 21 / 50 / 100 / 200

Lookback window for the algorithm — how many bars are included in the average.

Defaults per slot are designed for a typical stack: MA 1 = 20, MA 2 = 21, MA 3 = 50, MA 4 = 100, MA 5 = 200. Cover both classic short-term (20, 21) and longer-term (50, 100, 200) periods.

Smaller periods produce more responsive but more volatile curves. Larger periods produce smoother but more lagging curves. The right choice depends on timeframe and analysis style.

No enforced minimum or maximum — sensible periods range from a few bars (very responsive) to several hundred (highly smoothed). Periods of zero or negative numbers are invalid input and may produce errors or no output.

Source   Default: Close

Which value from each bar feeds into the moving-average algorithm.

Close (default): closing price.

Open: opening price.

High: highest price during the bar.

Low: lowest price during the bar.

HL2: (High + Low) / 2 — the bar’s midpoint price.

HLC3: (High + Low + Close) / 3 — “typical price.”

OHLC4: (Open + High + Low + Close) / 4 — bar’s all-prices average.

Volume: the bar’s traded volume. Useful for VWMA-style smoothed-volume curves, though uncommon for traditional price-following MAs.

Color   Default: Per slot (red / orange / yellow / pale yellow / pale blue)

Color of the line drawn on the chart. Slot defaults are visually distinct to support a stacked-MA setup without overlap confusion:

MA 1: red.

MA 2: orange.

MA 3: yellow.

MA 4: pale yellow.

MA 5: pale blue.

If you prefer different colors — to match a chart theme, to encode meaning differently, or for accessibility — set them here.

Line Thickness   Default: 1

Width of the line in pixels.

1 is thin and unobtrusive; 2 or 3 is more prominent. Use thicker lines for MAs you want to stand out (e.g., the longest-period MA as a primary trend reference) and thinner lines for secondary or supporting MAs.

No enforced minimum — values of 1 or higher render normally; 0 or negative values may render unpredictably depending on the rendering layer’s behavior.

 

Practical Workflow

Setting Up a Stack

The default periods (20, 21, 50, 100, 200) are designed for a typical multi-MA stack visible on a chart at the same time. Enable the slots you want by changing each one’s Type from None to your preferred algorithm; the rest of the settings are already sensible.

If using all five slots produces a busy chart, consider enabling only the slots whose periods you actually use. For a fast/slow setup, enable two slots (MA 1 and MA 5, or MA 1 and MA 3) and leave the others on None. Disabled slots have no performance or visual cost.

Choosing Types

Mixing types across slots is supported and useful. Common configurations:

• All SMA — the classical “price-above-200-SMA-is-bullish” framework. Smooth, slow, reliable as long as the trader accepts the lag.
• All EMA — same framework, more responsive. Faster signals, more whipsaws.
• Short EMA + long SMA — fast-reacting short-term MA against a slow trend filter. Common in trend-following systems.
• VWMA + SMA of same period — when the two diverge, volume distribution is making participation lopsided. The divergence itself is the signal, not the line crossing.
• TEMA — when minimizing lag matters more than smoothness, e.g., for short-term timing on liquid instruments.

Strata doesn’t favor any of these — it’s a tool, and the analysis framework is the user’s.

Crossover Patterns

A common use case is moving-average crossovers — when a shorter-period MA crosses above or below a longer-period MA, treat as a signal. Strata supports this naturally: enable two slots with different periods (or types), let them draw, and look at where they cross.

Strata doesn’t generate alerts on crossovers. If alerting is required, use ATAS’s built-in alert system on the indicator’s plotted values, or pair Strata with another indicator that triggers on crossover events.

 

Troubleshooting and FAQ

No lines display when I first apply Strata

Expected. All five slots default to Type = None, which means “disabled.” Open the settings and change Type to SMA (or EMA, etc.) for the slots you want to use. This default prevents Strata from cluttering the chart with five MAs you may not want; it requires one click per slot to enable the ones you do.

VWMA line looks identical to SMA

VWMA reduces to SMA when all bars have equal volume. On chart types or instruments where volume isn’t recorded per bar, all bars get the same default volume, and VWMA’s volume-weighting has nothing to differentiate. Check your chart’s volume display — if bars don’t show volume, VWMA can’t compute meaningfully.

EMA on the first few bars looks odd

Expected during seeding. EMA needs a starting value, and Strata seeds it with a simple mean of the first Period values. Until the seed completes, the line may not display; once it completes, the EMA begins its exponential recurrence. The seed-then-recurrence transition is invisible in the output — there’s no visible kink, just a starting point.

TEMA whipsaws during choppy markets

Expected. TEMA’s lag-reduction comes from a mathematical construction that’s more responsive than EMA. The cost: in choppy markets where price oscillates without trending, TEMA picks up the oscillations and produces a noisier line than SMA or EMA. The behavior is correct; the cost is inherent in the algorithm.

MAs disappear after changing chart timeframe

Expected. When the chart timeframe changes, ATAS resets all indicators and Strata recomputes all its MAs from scratch on the new bar structure. There’s a brief reload period where the lines aren’t drawn, then they reappear computed against the new data. The persistence applies only to settings, not to computed values — values are always derived from current chart data.

Live bar’s MA values jump when ticks come in

Expected. As the live bar develops, its source values change tick by tick. Strata recomputes each MA each tick to reflect the current live values. The visible result is the rightmost endpoint of each line moving as ticks arrive. Once the bar closes, the endpoint stabilizes.

 

Limitations and Design Notes

What Strata Does Not Do

• It does not generate signals. The MAs are visual references for the trader, not trading instructions.
• It does not aggregate across timeframes. Each MA is computed on the current chart’s bars. To see MAs from a different timeframe, switch the chart or use an MTF (multi-timeframe) MA indicator.
• It does not customize the MA algorithms beyond the standard formulas. SMA is SMA; EMA seeding uses the conventional mean-based seed; TEMA uses the standard 3×EMA1 − 3×EMA2 + EMA3 formula. No proprietary tweaks.
• It does not provide built-in alerts. ATAS’s alert system can be applied to Strata’s data series if alerting is required.

Why Five Slots

Five is a deliberate choice — enough to support common multi-MA stacks (20/50/100/200 plus one extra short MA) without bloating the settings panel. Three slots would be too few for the longer-term stacks; ten would be more than most analysis frameworks use, and the settings panel would become unwieldy. Five hits the practical middle.

Why Slots Default to None

If slots defaulted to enabled (say, all SMA), applying Strata would dump five lines onto the chart and the user would have to disable the ones they don’t want. Defaulting to None inverts this — the user enables only the slots they want, and unused slots are simply absent. Less friction for the common case of “I want a 50/200 SMA stack,” because four of the five slots are already disabled.

Why No Built-In Crossover Detection

Strata’s job is to draw the curves. Adding crossover detection would expand the scope into signal generation, which has its own set of design choices (which slots to compare, how to handle ties, what to do at the edges) that are different from what the indicator’s name implies. A user who wants crossover-based signals can use ATAS’s alert system on Strata’s values, or pair Strata with a separate crossover indicator. The separation keeps each tool focused.

Closing Note

Strata is the most mechanical indicator in the Flow Dynamics family — it computes well-known formulas and draws their results. The value is in the consolidation: five MA slots in one indicator, one settings panel, one template entry. Everything else is the standard math of moving averages, applied cleanly to the chart’s bars.