ATR: Average True Range

ایده به زبان ساده

Some days a market moves a little, some days a lot. ATR is simply the average size of recent candles, counting gaps between candles too, so it shows the market's current "normal" movement.

روش محاسبه

For each candle take the "true range": the largest of high minus low, high minus the previous close, and the previous close minus low. Average it over 14 candles.

True range = max(high − low, |high − previous close|, |low − previous close|)
ATR = average of true range over N (default 14; a simple average)

نحوه استفاده

• Stops: place a stop 1.5–3 ATRs away from entry so normal noise does not hit it.
• Position size: risk the same money on each trade by trading less when ATR is high.
• Targets: a move of several ATRs in one day is unusually large.

نتیجه‌گیری

• Rising ATR: the market is getting more active (often in sell-offs and breakouts). Falling ATR: it is calming down.
• ATR has no direction; it only measures size.

مراقب این‌ها باشید

• ATR is in price units, so you cannot compare ATRs of different markets directly; divide by the price for a percentage.

کمی تاریخچه

J. Welles Wilder Jr., 1978, originally for commodity futures, where gaps between sessions were common.