Average True Range (ATR) – FX Replay User Guide

Die ATR ist ein Volatilitätsindikator, der anzeigt, wie stark sich der Preis in einem bestimmten Zeitraum bewegt. Bei FX Replay ist sie ein wichtiges Instrument, um Stopps anzupassen, Ziele zu setzen und das Risiko in jeder Teststrategie zu bestimmen.

What It Measures

• Volatility — not direction.
• Calculates the True Range, which is the largest of:
  1. Current High – Current Low
  2. |Current High – Previous Close|
  3. |Current Low – Previous Close|
• The result is then averaged over a set number of candles (default 14 periods).

Wie man es bei FX Replay verwendet

• Rising ATR → Increasing volatility — market is expanding.
• Falling ATR → Decreasing volatility — market is tightening or consolidating.
• High ATR → Expect wider price swings (ideal for breakout trades).
• Low ATR → Expect tight ranges (look for mean-reversion setups).

Umsetzbare Anwendungsfälle

• Stop-Loss Placement: Set stops 1.5×–2× ATR from entry to avoid normal market noise.
• Target Setting: Place profit targets at ATR multiples (e.g., 2× ATR above entry).
• Position Sizing: Scale trade size with ATR so risk per trade stays consistent.
• Breakout Strategies: Add/Subtract ATR from the session’s first-candle close to create breakout levels; confirms the move has enough range to follow through.
• Volatility Zones: Plot ATR envelopes (price ± ATR) to visualize high/low volatility bands during replay sessions.

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