TS TRADE SIZING

VOLATILITY · T09

ATR calculator & volatility stop

Calculate gap-aware True Range and ATR from ordered OHLC bars, then turn volatility into a tick-aligned long or short stop.Parsed and calculated locally in this browser. Pasted bars are not uploaded.

OHLC rows, oldest first

Use high,low,close or a header containing those columns. Comma decimals are accepted with semicolon-separated rows. Quoted fields are rejected.

Stop parameters

Choose how ATR is smoothed, then define the price, tick, and direction used to place the stop.

T09 / WILDER

Volatility-to-stop decision view

Bars accepted: 5
Latest True Range2
Latest ATR2ATR / anchor: 1.942%
Raw ATR distance4
Tick-aligned distance4Tick size: 0.25
Stop price99Long

Calculation trace

Source lineTrue RangeATR
22Awaiting seed
32Awaiting seed
422
522
622
No upload or price feed is used. Scope: the user must verify order, timeframe, session boundaries, and corporate actions.

09 / DECISION

What this stop decides

Supplying an ATR hides how gaps and smoothing affect the value. This trace derives volatility from the bars and produces a stop that can feed the central position-size calculator.

Scope and limitations

  • Bars must be pasted oldest to newest; timestamps are not parsed or reordered.
  • The parser accepts a bounded unquoted high/low/close format, not arbitrary broker CSV.
  • You must verify timeframe, session boundaries, corporate actions, and price adjustments.
  • ATR measures past range, not direction, future volatility, or execution quality.

Method and sources

The engine uses the documented True Range definition and Wilder or simple moving-average smoothing. Stop execution remains subject to market conditions.

  1. Average True RangeFidelity

    Documents the gap-aware True Range components and ATR interpretation.

  2. Stop Orders: Factors to Consider During Volatile MarketsFINRA

    Explains why stop execution can differ from the selected trigger price.