2024年4月11日 · The average true range (ATR) is a market volatility indicator used in technical analysis. It is typically derived from the 14-day simple moving average of a series of true range indicators.

The ATR at the moment of time t is calculated using the following formula: (This is one form of an exponential moving average) A T R t = A T R t − 1 × ( n − 1 ) + T R t n {\displaystyle ATR_{t}={{ATR_{t-1}\times (n-1)+TR_{t}} \over n}}

Calculating Average True Range (ATR) in Excel; Calculating ATR in Excel: EMA & Wilder's Methods; Normalized ATR: Two Ways of Expressing ATR as Percentage; Average True Range (ATR) Period and Which to Use; More in Technical Analysis. Average True Range (ATR) Relative Strength Index (RSI) Moving Averages; MACD (Moving Average Convergence-Divergence)

2024年8月3日 · ATRt is the present average true range. ATRt-1 is the previous average true range. n represents 14 (for a 14-day moving average). TRt is the present true range. This is the final formula: The standard value of n is 14, as the average volatility over the previous 14 days is shown by ATR. Read More: How to Calculate 7 Day Moving Average in Excel.

Average True Range is a continuously plotted line usually kept below the main price chart window. The way to interpret the Average True Range is that the higher the ATR value, then the higher the level of volatility.

2024年10月14日 · Learn what average true range (ATR) is and how it can enhance your trading strategies. Get the ATR formula and step-by-step calculation.

More details on the ATR formula are highlighted below. First, the true range (TR) for each period is calculated. The true range is defined as the maximum of the following three values: The current high minus the current low. The absolute value of the current high minus the previous close.

2022年6月20日 · Average True Range The average true range (ATR) is a simple moving average (SMA) or exponential moving average of the true range. Wilder used a 14-day ATR to explain the concept.

2023年8月6日 · ATR (Average True Range) is a commonly used technical analysis indicator, the main purpose of which is to determine the volatility of the market in terms of pips or movements in price.

2023年5月10日 · Average True Range (ATR) is the average of true ranges over the specified period and it measures the volatility taking in to account any gaps in the price movement. ATR calculation is based on 14 periods and it can be intraday, daily, weekly or monthly.