ATR measures how much a market moves in a typical bar, including gaps. Vant8 uses it everywhere volatility matters in dollar terms — sizing stops, spacing grid levels, deciding whether a market is even worth running a strategy on.
True range is the largest of (a) today's high minus low, (b) high minus the previous close, and (c) the previous close minus today's low. The high-minus-low component alone misses overnight gaps; the other two catch them. ATR is the Wilder-smoothed average of true range over a lookback window.
High minus low for the current bar. The simplest component.
High minus the previous close. Catches an overnight pop.
Previous close minus low. Catches an overnight drop.
ATR by itself is just volatility. The multipliers below are what turn it into stops, trails, and grid steps. These are tunable per strategy.
The textbook lookback. Long enough to be stable, short enough to react to a regime change in volatility.
Default stop distance below entry on momentum and trend-following strategies.
Default trailing stop, anchored to the highest close since entry — the chandelier convention.
On Perp Trend Following, each add-on entry waits for a half-ATR move of confirmation past the prior fill.
Spot Grid AI cares about ATR as a percentage of price (ATR / close), not in raw price units. That percentage is the volatility component of the pair score, and it also feeds the profitability filter that rejects pairs where the grid step cannot cover round-trip fees.
The scorer maps ATR% to a 0–100 score with the middle band (~2–3.5%) scoring best. Too low and the grid can't earn; too high and the range gets blown through.
The recommended grid step has to clear twice the round-trip fee by a meaningful margin. If ATR% says the typical move is smaller than that, the pair is refused regardless of its score elsewhere.
ATR tells you how big a typical move is. It does not say up or down. Combine with direction-aware indicators (MACD, MA Cross) before acting on size alone.
A sudden jump in volatility takes the smoothed average a few bars to absorb. Stops sized today reflect the volatility of the last 14 bars, not the next 14. Catastrophic moves still happen between bar closes.
Every indicator Vant8 wires into a live signal has its own page. The ones not listed here are calculated in code but not used to generate a trade decision.
Momentum oscillator on a 0–100 scale. Flags overbought and oversold conditions.
Trend-and-momentum indicator built on the spread between two EMAs.
Simple and exponential averages, plus the crossover signal between a fast and slow MA.
How strong a trend is, irrespective of direction. Decides whether to follow or fade.
A moving average with standard-deviation bands. Mean Reversion uses band touches.
N-bar high and N-bar low. Used by Perp Trend Following for breakout entries and exits.
%K and %D lines pinned to a 0–100 scale from the recent high–low range. Available as a Custom Strategy Builder rule.
The strategies listed above are deployed from the Strategies page on your dashboard. Each one ships with sensible defaults you can tune before deployment.