ATR API — Dynamic Stop-Loss Sizing
Use ATR for volatility-aware stops, position sizing, and breakout detection. Live values across 7 timeframes for any supported symbol.
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What is the ATR API?
The Average True Range measures market volatility — the average of the true price range over 14 periods. A higher ATR means wider candles; a lower ATR means tighter consolidation. Systematic traders use ATR to set stop-losses proportional to current volatility (e.g., "stop = 1.5x ATR below entry") rather than arbitrary pip values. TickAtlas pre-calculates ATR_14 and ATR_7 from live broker data, so your bot can compute position sizes and stop levels in real time without touching raw candle history.
One Request. Instant Data.
curl -X GET \
"https://tickatlas.com/v1/indicator?symbol=EURUSD&indicator=ATR_14&timeframe=H1" \
-H "X-API-Key: YOUR_API_KEY"Why Use TickAtlas?
Pre-Calculated, Sub-100ms
Indicator values are computed server-side on every new candle. Your app queries the result — no TA library, no candle history needed.
7 Timeframes
M1, M5, M15, M30, H1, H4, D1 — the same endpoint serves scalpers and position traders alike.
Forex, Crypto, Commodities
EURUSD, GBPUSD, XAUUSD, BTCUSD, USDJPY — data available for all symbols active on connected broker terminals.
Plug into any stack
- ChatGPT Custom GPTs
- Claude Tools
- Python / pandas
- Node.js
- Discord bots
- Slack webhooks
- n8n
- Zapier
- Google Sheets
Volatility-Adjusted Stops in One Call
Available ATR indicators
- ATR_14 — 14-period ATR (Wilder's default)
- ATR_7 — 7-period ATR (shorter-term volatility)
Common ATR stop multiples:
Scalping: 1.0–1.5x ATR
Swing: 1.5–2.0x ATR
Position: 2.0–3.0x ATR
Frequently Asked Questions
How does the API value for ATR relate to pips or price units?
ATR is returned in the native price unit of the symbol. For EURUSD, a value of 0.00085 = 8.5 pips. For XAUUSD, a value of 8.42 = $8.42 per ounce. The ohlc fields in the same response show the price scale for reference.
What's the difference between ATR_14 and ATR_7?
ATR_14 uses Wilder's 14-period smoothing — the standard. ATR_7 reacts more quickly to recent price spikes, making it useful for detecting short-term volatility surges before they fully propagate into ATR_14.
Can I use ATR for position sizing, not just stops?
Yes — ATR-based position sizing (risk = fixed $ amount / ATR stop distance) is a standard approach. Query ATR from the API, apply your risk-per-trade formula in your bot, and size positions accordingly on each trade.
Does ATR behave differently near market open/close?
ATR tends to be higher near London and New York opens due to increased volatility. On M1 and M5 timeframes this is especially noticeable. The 14-period smoothing reduces session-boundary distortion on higher timeframes like H1 and H4.
Start Building in 5 Minutes
Sign up, grab your API key, make your first request.
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