Индикатор ATR. Что такое atr в трейдинге?

Finance-specific topic: ATR (Average True Range) in trading

The presenter explains ATR as a measure of an instrument’s average statistical movement per time unit. The core idea is to use ATR to judge whether a trade entry has “enough movement/energy” left.

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Instruments / tickers / markets mentioned

• DOGECOIN (Dogecoin) — cited as an “exception” that delivered very large upside (about ~500%).
• “Stocks” and “crypto” — referenced generally (no specific stock tickers).
• Forex/commodities/indices — implied as other “instruments,” but no specific tickers mentioned.
• “Fisker” and “Nikola” — company names referenced as allegedly undervalued; no ticker symbols provided.

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Key definitions and formula elements (ATR methodology described)

ATR is described in terms of true range (TR) for a bar:

• For a daily bar, a component explicitly mentioned is:
  • High − Low

Lookback window (presenter’s correction vs standard ATR)

• The presenter criticizes commonly used ATR lookbacks such as 14/20/21 days.
• The argument: earlier extreme volatility can distort the average.
• Their rule:
  • Use only the last 3 or last 5 days
  • Exclude “paranormal” (rare/non-standard) bars

Classification of bars by size (thresholds)

The presenter uses thresholds to label volatility regimes:

• Normally small: < ~1.5 ATR
• Normally large: > ~2 ATR
• Anything outside these “normal” bounds is treated as rare outliers (“paranormal”) and excluded.

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Explicit trading framework / step-by-step ideas

1. Compute ATR

   • Focus on a daily chart
   • Use only the last 3–5 days
   • Exclude “paranormal” outlier bars

2. Use ATR to evaluate trade location

   • ATR is treated like the instrument’s “gasoline/power reserve.”
   • Prefer entries near the beginning of the ATR-driven move (i.e., entering when price is close to the level where the move starts).

3. Measure ATR consumption

   • The presenter emphasizes “% of ATR traveled.”
   • If price has already moved through a large fraction of the ATR range, the remaining “energy” for continuation is lower.

4. Position management / stop implications

   • The presenter claims that entering more consistently with ATR improves stop placement quality (described as: “stop is increasing because you didn’t enter correctly”).

5. Re-check historical trades

   • The claim is that most losses came from ignoring ATR consumption/state at the time of entry.

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Key numbers, thresholds, and performance claims

Statistical / probabilistic claims

• “90% claim”

  • “90 percent of good trades” are attributed to understanding and correctly using ATR.
  • Also: “90 percent of your losing trades” occurred when ATR-related factors were not considered.

• “80% claim” (ATR travel distribution)

  • The presenter states that about ~80% of the time price movement stays within roughly 0.8 to 1.2 ATR (described as passing “one” standard daily ATR, depending on wording in subtitles).

ATR consumption example (logic)

Using the gasoline analogy, the presenter argues:

• If price has already moved to around ~70% of the ATR range,
  • the odds of further continuation are described as much lower,
  • and “odds worsen” as price moves further away from the entry level.
• A concrete figure mentioned is messy in the subtitles, but the takeaway is that continuation probability declines progressively with % of ATR already consumed.

Volatility outlier thresholds (for filtering)

• < 1.5 ATR → considered normal small
• > 2 ATR → considered normal large
• “Paranormal” → rare extremes; excluded from ATR calculation

Exception cited

• Dogecoin
  • Referenced as producing about ~500%, presented as a case that can violate the “energy runs out” framing.

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Recommendations / cautions (explicit)

• Primary recommendation

  • Enter trades early in the ATR movement, when “levels coincide at the very beginning” (meaning the move has just started).

• Primary caution

  • If entry happens after price already consumed roughly ~60–70%+ of ATR, risk/reward is said to degrade, and continuation is described as increasingly unlikely.

• Method caution vs standard ATR practice

  • The presenter argues against typical 14/20/21-day ATR due to distortion from earlier volatility regimes.

• General trading caution / attitude

  • “Fighting the system is useless,” implying ATR-based constraints persist and ignoring them tends to fail.

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Disclosures / disclaimers

• No explicit legal-style “not financial advice” disclaimer is visible in the subtitles provided.
• The presenter mentions providing the method taught/offered for “absolutely free”, but no formal compliance disclaimer is clearly shown.

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Presenters / sources (as stated)

• No clear named external analyst/source is provided in the subtitles.
• References include:
  • A book (mentioned generally: “described in the book”)
  • Personal experience including Finam (company) in 2011
  • A mention resembling “Mr. Gray from DD yesterday” (unclear due to subtitle errors)

Presenter name is not clearly identifiable from the subtitles.