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Oscillators

ATR: Average True Range

ATR tells you how much the price typically moves in one candle, so you can set sensible stops and position sizes.

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הרעיון במילים פשוטות

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.

איך זה מחושב

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)

איך משתמשים בזה

  • 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.

הסקת מסקנות

  • 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.

דוגמה

GBPUSD has a daily ATR of 0.0090 (90 pips). A trader buying at 1.2700 places a stop 2 ATRs lower, at 1.2520, so an ordinary day's swing will not knock them out.

המחירים בדוגמאות להמחשה בלבד.

ממה להיזהר

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

קצת היסטוריה

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

תוכן לימודי בלבד. שום אינדיקטור או תבנית לא חוזים את העתיד, ושום דבר כאן אינו ייעוץ השקעות.