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.

用通俗的话解释

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.

计算方法

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)

如何使用

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.

得出结论

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.

示例

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.

示例中的价格仅作说明。

注意事项

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

一点历史

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

仅供学习参考。没有任何指标或形态能预测未来，本页内容均不构成投资建议。