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Volatility Indicators

Average True Range (ATR)

Average True Range (ATR) is a technical analysis indicator that measures market volatility by decomposing the entire range of an asset price for that period.

Dynamic Chart Demo

Indicator Line Price

* This chart uses synthetic data to demonstrate the indicator's behavior in typical market conditions.

Core Usage

Volatility-based stop loss setting
Identifying volatility breakouts
Position sizing based on market movement

Advantages

  • Objective measure of market volatility
  • Universal across all assets and timeframes
  • Essential tool for professional position sizing

Limitations

  • Does not indicate price direction
  • Can be distorted by extreme price gaps
  • Purely a volatility measure, not a signal generator

Calculation Logic

True Range = Max[(High-Low), abs(High-Prev Close), abs(Low-Prev Close)]

Understanding the mathematical logic behind indicators helps you interpret signals more accurately and avoid misuse in unsuitable market environments.

Common Trading Strategies

Strategy 1

ATR Trailing Stop

Set stop losses at 2x or 3x ATR distance from entry.

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Applied by 2.4k+ traders
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Signal simulation for: ATR Trailing Stop
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Strategy 2

ATR Breakout Filter

Only take breakout trades when ATR is expanding (volatility increasing).

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Applied by 2.4k+ traders
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Signal simulation for: ATR Breakout Filter
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Best For

Risk management and volatility-adjusted trading.

Note: Technical indicators are mathematical calculations based on historical price and volume. They should be used as part of a comprehensive trading system, not as a standalone entry signal.