Investigating Differences Between ATR Indicator Implementations

Summary

This post raises a practical indicator-validation question: why does a platform’s 14-period ATR on one-minute swap records differ from a Binance value at the same stated time, while the 20-period moving averages are relatively close? It shows example readings from the platform and comparison readings attributed to Binance. The example indicates a noticeable ATR discrepancy alongside a much smaller moving-average difference, but it does not establish that either implementation is correct.

The post offers no diagnosis or resolution. It does not specify the exact instrument, candle alignment, price series, ATR smoothing convention, treatment of gaps, or data window used by the comparison service. Those details can affect indicator outputs, so the figures alone cannot isolate whether the cause is a calculation convention or input data mismatch. Its value is as a reproducibility problem to investigate when validating technical indicators across platforms, rather than as a tutorial that answers the question.

Key ideas

• The post compares a platform’s 14-period ATR with a Binance reading for the same stated time.
• The two 20-period moving-average readings are closer than the ATR readings shown.
• It does not specify enough about the instrument, candles, or calculation conventions to identify the cause.
• Indicator comparisons should check data inputs and calculation details before attributing a discrepancy to a formula.
• No answer or validated conclusion is provided.

Tags

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