Using Average True Range (ATR) at key levels

Discussion in 'Technical Analysis' started by sss12, Jun 12, 2017.

  1. Visaria

    Visaria

    ATR is a measure of (historic) volatility. You can do what you want with it, but that doesn't change what it is.
     
    #21     Jun 13, 2017
  2. Macca1

    Macca1

    Where is everyone always focused around daily ATRx when trading an intraday strat?

    Why not compare TR at each intra-day time stamp/ with ATRx from each comparative intraday time stamp from previous days. Eg comparing 9:30-9:35 with 0930-0935 over the previous x days and so on. So you end up with a normalized ATR value that directly compares the opening range over x days, and all timestamps following.

    Am I the only one who does this?
     
    #22     Jun 14, 2017
  3. I use period range on everything I trade too, split up in to various OR periods and then the duration of that trading session.
     
    #23     Jun 14, 2017
  4. tommcginnis

    tommcginnis

    I don't believe "everyone [is] always focused around daily ATRx"
    I trade mostly on a 4hour/1min chart. I continuously graph two ATRs to lookbacks of the SPX that have consistent portent to current and near-future market action. YMMV.
     
    #24     Jun 14, 2017