Observed volatility · entered OHLC

Observed ATR Calculator

Calculate true range and a rolling simple-average ATR from high, low and close bars entered in oldest-to-newest order. The page reports the latest true range, ATR in entered price units and pips, and ATR as a percentage of the latest close without fetching candles or predicting direction.

Runs in your browserMetaQuotes source methodNo live price feed

Enter ordered price bars

Use one consistent symbol, timeframe and price basis for every row.

Entered

One row per line: optional label, high, low, close. Commas, semicolons or tabs are accepted.

Observation boundary: This page measures entered bars only. It does not fetch candles, size a position or generate a volatility signal.

Entered-sample ATR

Observed Range & Volatility 1.0.0.

Derived
No ATR calculated yetEnter at least period + 1 bars or load the audited example.

How this ATR is calculated

True range = Max(Current high, Previous close) − Min(Current low, Previous close)
ATR = Arithmetic mean of the latest N true ranges

MetaQuotes publishes this true-range expression and a rolling arithmetic-average implementation in its MT5 ATR source. The first entered row supplies only the previous close for the next row.

Rows are consumed in the order entered. Labels are descriptive and are not used to infer or validate market time.

Worked example from the audited fixture

Reproduce it with “Load audited example”With period 3, pip size 0.1 and the five bars supplied by “Load audited example,” the reportable true ranges are 2.0, 2.5, 2.0 and 3.0. The current ATR is the mean of the latest three values: (2.5 + 2.0 + 3.0) ÷ 3 = 2.5, equal to 25 entered pips.

How to interpret the result

The 2.5 result summarizes the latest three entered true ranges under this rolling simple-average convention. It does not estimate the next range, price direction or an appropriate stop. MetaTrader or another chart can differ when it uses Wilder smoothing, a different seed, different candles or another pip convention.

Assumptions and limits

  • All bars must use one symbol, timeframe, broker feed and price basis.
  • The calculator does not download, repair or sort candle history.
  • Different ATR implementations can use different smoothing or seed conventions.
  • An ATR value measures the entered sample and does not predict direction or future range.
  • Pip size is user-entered because instrument conventions vary.

Frequently asked questions

  • Enter ordered high, low and close bars from one consistent symbol, timeframe, broker feed and price basis.
  • Each true range after the first compares the current high-low with the previous close, so a period-N ATR needs at least N plus one bars.
  • It is the maximum of current high and previous close minus the minimum of current low and previous close.
  • The page uses the rolling arithmetic mean implemented in MetaQuotes published MT5 ATR source.
  • No. Different ATR implementations can use different smoothing and seed conventions; this page states its method explicitly.
  • No. It uses only rows entered in the browser and does not connect to MT4, MT5 or a broker.
  • No. Use the separate ATR Position Size Calculator after you have selected and verified an ATR observation.
  • No. ATR is a range-based volatility measurement for the entered sample and contains no directional forecast.

Sources and methodology

ATR Position Size CalculatorUse an observed ATR inside a risk-sized stop workflow.Observed ADR CalculatorCompare simple high-low daily ranges without gap-aware true range.Historical Volatility HeatmapCompare the separate governed close-derived daily proxy.

Compare the chart feed and trading terms

Use one consistent broker feed for every entered bar and verify the symbol's price precision, spread and trading conditions before using any measurement in a plan.

XM

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FBS

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FXOpen

Confirm price precision, spread and contract terms for the symbol.

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.