ATR calculator (Average True Range)
The Average True Range (ATR), also developed by Welles Wilder in 1978, measures realised volatility. True Range is the max of: today's high − low, |high − previous close|, and |low − previous close|. ATR is the Wilder-smoothed average of TR over N periods (default 14). It is widely used to size volatility-adjusted stops and position sizes.
How to use
- Paste OHLC rows
Format: high,low,close — one row per bar.
- Choose period
14 is the Wilder default.
- Read the result
Drogo returns the latest ATR value plus the full series.
Frequently asked questions
- How is ATR different from standard deviation?
- Standard deviation measures dispersion of returns; ATR measures the average bar range in price units. ATR is range-based and scale-aware, which is why it is preferred for stop placement.
- Why do platforms differ on ATR?
- Some use a simple moving average instead of Wilder smoothing. Drogo uses Wilder (RMA), which matches MetaTrader, TradingView default, and Bloomberg.
Ask Drogo about this: