Strategies KB.ZH
Indicator

ATR

Average True Range

Curated

Definition

The moving average of true range, where true range considers the current high-low span and the prior close.

Boundary

It describes volatility only, not direction, and its historical average lags when volatility shifts abruptly.

2,068 Strategies 4,875 Text mentions 10,248 Code hits

Role distribution

Trigger4%
Filter35%
Sizing1%
Risk control51%
Exit0%
Context7%

Market regimes

Common parameters

DefaultOccurrences
14167
10131
387
286
551
1.535
2030
727
421
1214
5012
911

Frequent co-occurrence

Semantic relations

  • Basis → Keltner ChannelKeltner Channel width is determined by ATR.
  • Basis → SuperTrendThe SuperTrend offset distance is determined by ATR.
  • Basis → ATR PercentATR percentage is ATR divided by price.
  • Basis → ATR StopThe distance of an ATR stop is determined by ATR.

Evidence strategies

Corpus quotes

Volatility Filtering: Introduce the ATR indicator to pause trading during high volatility periods, reducing risk.
5EMA趋势跟踪动态止盈止损策略5EMA-Trend-Following-Strategy-with-Dynamic-Stop-Loss-and-Take-Profit · other EN
Stop-loss and Take-profit Optimization: Implement dynamic stop-loss and take-profit mechanisms, such as trailing stops or ATR-based stop settings.
多指标动态波动预警交易系统-Multi-Indicator-Dynamic-Volatility-Alert-Trading-System · other EN
This strategy uses the ATR indicator to calculate a dynamic stop loss line for risk control.
ATR可调节跟踪止损策略ATR-Adjustable-Trailing-Stop-Loss-Strategy · overview EN