ATRR: Comparing Short- and Long-Period Average True Ranges

Summary

ATRR is described as an indicator that compares two Average True Range values calculated over different lookback periods. Its two inputs set the periods for the first and second ATR calculations. The intended use is to view the relative behavior of volatility measured over those horizons; the page illustrates configurations using periods of 10 and 20 and compares the result with a standard ATR using the longer period.

The description does not provide the displayed formula, explain how to interpret particular ratio levels, or define trading entries, exits, or position sizing. It also supplies no performance evidence or market examples beyond the figure captions. As a result, the material introduces a simple volatility-comparison concept rather than a complete trading method. Users would need to inspect the indicator implementation to confirm the ratio convention and test whether the signal adds useful information across instruments and timeframes.

Key ideas

• ATRR compares ATR measurements computed over two different lookback periods.
• The indicator has separate parameters for each ATR period.
• The example compares periods of 10 and 20 and shows a standard ATR for reference.
• The description omits the formula and gives no thresholds or trading rules.
• Any strategy built from the indicator would require independent testing.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.