# Average True Range (ATR)

> QuantNexus indicator page for ATR volatility measurement.

**Route**: `/quantnexus/indicators/atr/`

## What It Does

ATR measures market volatility by averaging the true range over a lookback period. It does not describe direction, only how much price is moving.

## Formula

`True Range = max(High - Low, |High - Prev Close|, |Low - Prev Close|)`

`ATR = SMA(True Range, n)`

## Parameters

- `period` - default `14`
- `movav` - default `SmoothedMovingAverage`

## C++23 API

```cpp
#include <nonabt/indicators/atr.hpp>
auto atr = std::make_unique<nonabt::ATR>(data(), 14, "SmoothedMovingAverage");
```

## Common Usage

- Use ATR for stop-loss sizing.
- Use ATR for volatility filters.
- Combine ATR with breakout or regime logic.

## Practical Pattern

When ATR expands, the market is usually moving faster. When ATR contracts, compression may be building before a breakout.