Adapting Your Strategy to Volatility Regimes with ATR How to Define Volatility Regimes with ATR ATR stands for Average True Range. It measur

Adapting Your Strategy to Volatility Regimes with ATR How to Define Volatility Regimes with ATR ATR stands for Average True Range. It measures the average size of price moves over a set number of bars, giving you a single number that reflects recent market activity. Because ATR is an average, it smooths out the day‑to‑day noise and lets you see the broader volatility picture. To turn that number into actionable regimes, you can compare the current ATR value to its own recent distribution. For example, calculate the ATR over the last 14 periods, then look at the 20th and 80th...