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.
Идея простыми словами
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.
Как считается
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)Как использовать
- 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.
Выводы
- 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.
Пример
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.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- ATR is in price units, so you cannot compare ATRs of different markets directly; divide by the price for a percentage.
Немного истории
J. Welles Wilder Jr., 1978, originally for commodity futures, where gaps between sessions were common.
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