Technical also: ATR, True Range

Average True Range

A volatility indicator measuring the average range of price movement over a given period, commonly used to set stop-loss distances and position sizes that adapt to current market conditions.

What True Range measures

True Range is the largest of: current high minus current low; absolute value of current high minus previous close; absolute value of current low minus previous close.

ATR is the exponential moving average of True Range over the specified period. It is always positive and expressed in price units (pips for FX pairs).

Why EAs use ATR for stops

A fixed 30-pip stop may be too tight in high-volatility sessions and too wide when markets are quiet. ATR x 1.5 automatically widens during volatile periods (reducing premature stop-outs) and tightens in calm periods.

Common ATR period

Period 14 is the conventional default. Shorter periods (7-10) are more reactive; longer periods (20-30) are smoother and suit daily-close systems.

Related terms

See also