ATR
The average true range over 14 candles: how far price travels per candle on average, gaps included. ATR is not a signal but a measure of scale. It answers "is five points a lot or a little for this instrument right now".
Position sizing by volatility and the VWAP stretch estimate both rest on ATR.
Bollinger bands
A 20-candle average and two bands at two standard deviations. The idea: price spends most of its time inside the bands, and touching an edge means an unusual deviation.
In a range, touching the lower band is an upward reversal factor. In a trend price can ride a band for a long time, so the factor is not counted there.
Keltner channel
The same idea, but the bands are built on ATR (multiplier 1.5) rather than standard deviation. Keltner reacts more calmly to sharp spikes, so the two channels often disagree — and that is useful: the disagreement itself is informative.
The volatility filter
A separate setting rejects signals when volatility falls outside a given corridor. Too low and the market is standing still, so the move will not reach its target. Too high is usually a news spike, where the ordinary regularities stop working.