ATR For Intraday Trading

Discussion in 'Risk Management' started by VinMan, Dec 31, 2011.

  1. VinMan

    VinMan

    For anyone using ATR for intraday trades do you look for a stock with a high ATR so you can capture a small % of the move and have a chance to make money or do you look for a lower ATR to manage risk better.

    Im thinking an ATR around 75c is manageable for me and it keeps me away from the huge movers decreasing my risk. I guess those huge movers might be what most look for. Stocks with $3 ATR etc.
     
  2. lwlee

    lwlee

    The bigger the ATR, the better. It implies that the stock is a mover. That's what a daytrader wants.
     
  3. it's not just atr that matters it's the liquidity although a high atr usually attracts traders which provides liquidity.
     
  4. Arnie

    Arnie

    For intraday, you should be using range, not ATR, which accounts for gaps that may be hard to impossible to capture on a daytrading basis. In other words, if a stock has a high ATR, but its partly/mostly due to overnight gaps, that offers less opportunity than a stock that has a high average range open to close.
     
  5. VinMan

    VinMan

    Arnie--- I did not know that. Thanks I will look into that.

    Also, I'm not solely using ATR but it's one thing I'm looking at to create my watchlist.

    Example: DOW stocks with ATR between X and Y

    Seems everyone trades the high flyers but most traders lose $ so is there a real edge? Or is a traders edge in his strategy, game plan and execution of the plan.

    The stocks, Im thinking, are the vehicle to executing the plan.

    Of course these are just thoughts.
     
  6. tim888

    tim888

    It can move towards your target or your stop. You still need some directional edge to trade like that.
     
  7. lwlee

    lwlee

    Of course. OP was only asking whether a large or small range was better.

    Market is not gonna give you anything easy. Still have to know how to trade.

    But that being said, there's much more opportunities if a stock is moving back and forth with a nice large range. Scalp 1 or 2 points in a 4 move downturn is much easier than trying to squeeze blood out of stone, like trying to take anything out of a 1 point range.

     
  8. jstox

    jstox

    Yesterday, about 12:04 (PST) I couldn't believe it. First trading day of the year. On a 2 minute timeframe and the atr was 2. Never ever seen it that low. Anything less than 6 and I don't trade. Seriously, a dead person had a better heartbeat. BTW... I also use ATR for targets AND stops.

    Today, it's now 10:24 and waiting for 10:30 action from the east coast lunch crowd, those guys are easy targets :}. ATR is 4 . Fishing is more exciting.

    --jstox
     
  9. lwlee

    lwlee

    It'll pick up. First week back from major holidays can be slow.

    There have been some movers in individual stocks i.e. RL, SODA, NFLX.
     
  10. periods of contraction lead to periods of expansion. as goose would say from top gun, don't get bored or do something stupid during these "boring" times b/c you know a huge move is coming you just have to wait for it.
     
    #10     Jan 5, 2012