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Volatility
Chandelier Exit
CEPlaces a long stop below the highest high of the lookback period (minus a multiple of ATR) and a short stop above the lowest low (plus the same multiple). When price closes beyond a stop, it signals an exit from the current position.
Tips
The default 3×ATR setting balances sensitivity and noise; reduce to 2×ATR on less volatile instruments for tighter stops
Chandelier Exit is designed for exits, not entries—use it to trail a winning position rather than as a standalone signal
Parameters
Period
2 - 100
Multiplier
0.5 - 6