CATCO Tools

ATR / Volatility Stop Calculator

Convert ATR and a volatility multiple into a stop price and risk-sized position.

Browser calculation
VOLATILITY INPUT
STOP OUTPUT
VOLATILITY STOP$95BASED ON YOUR INPUTS
POSITION SIZE20
POSITION VALUE$2,000.00
RISK PER UNIT$5.00
RISK BUDGET$100.00

ATR / Volatility Stop Calculator calculation coverage

  1. 01

    ATR multiple stop

  2. 02

    Long and short modes

  3. 03

    Risk-sized quantity

ATR is backward-looking and stop orders may fill away from the calculated level.

Overview

About this tool

An ATR stop calculator places a protective stop a selected multiple of Average True Range from entry. It then uses that volatility-adjusted distance to calculate a position quantity from the account risk budget.

Method

How it works

Stop distance = ATR × selected multiple. Long stops subtract the distance from entry; short stops add it. Quantity = account risk budget ÷ stop distance.

Inputs and outputs used by the ATR / Volatility Stop Calculator
ParameterHow it is used
Entry priceAnchor for the volatility stop.
ATRRecent average true range of the instrument.
ATR multipleControls stop distance relative to volatility.
Account riskSets maximum planned loss and quantity.
Worked example

A two-ATR long stop

$100 entry, ATR of $3, a 2× multiple and a $12,000 account risking 1%. Costs are excluded.

Stop distance = $3 × 2 = $6. Stop = $100 − $6 = $94. Quantity = $120 ÷ $6 = 20.

20 units and a $94 stop with $120 of planned price risk.

ATR is entered by you. Use the intended chart timeframe and confirm the stop against the trade thesis.

How to use this tool

  1. Obtain ATR using the intended chart timeframe and lookback.
  2. Enter direction, entry and the strategy's ATR multiple.
  3. Apply account risk to calculate quantity and verify the stop against market structure.
Common questions

Frequently asked questions

What ATR multiple should I use?

The multiple should come from a tested strategy and timeframe. A universal setting does not fit every instrument or market regime.

Does a wider ATR stop increase risk?

Not when quantity is reduced proportionally. The calculator sizes the position so planned account risk can remain fixed.

Can ATR predict the next move?

No. ATR measures recent movement range, not direction or future return.

Further reading