Average True Range (ATR)
The average of True Range over a window. A smoothed measure of volatility used for position sizing and stop-losses.
Average True Range (ATR)
Definition
The average of True Range over a window. A smoothed measure of volatility used for position sizing and stop-losses.
Parameters
Asset, Lookback period
Output range: >= 0
Example
`ATR(AAPL, 14) > 3` (Elevated volatility)
Full indicator reference