A volatility indicator that measures the average range of price movement over a period. It doesn’t indicate trend but shows how far prices are moving. Forex EAs use ATR to set dynamic stop-loss or take-profit levels (for example, multiplying ATR by a factor) and to spot breakouts. MQL provides iATR()
, and cAlgo has Indicators.ATR()
. ATR spikes indicate high volatility, which many robots use to adjust position sizing or risk.