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ATR Stop and Target Planner for Long or Short Trades

Translate historical candle ranges into an explicit stop-distance scenario. Paste completed OHLCV rows, choose a Wilder ATR period and enter your intended entry price, trade direction, ATR multiple and reward-to-risk ratio. The planner calculates price levels from those assumptions in your browser. A file is parsed on your device without requesting an exchange feed. The example button supplies illustrative candles only. The resulting levels describe a proposed trade geometry; they do not predict a reversal or create an executable bracket order.

Explicit assumptionsFormula & methodology includedNo account required

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Worked example — illustrative data
Wilder ATR from supplied data$278.61
Planned stop price$71,442.78
Planned target price$73,114.44
Distance at risk before costs0.77%
Price reward/risk before costs2
Stop distance = Wilder ATR × chosen multiple. Long stop = entry − distance; short stop = entry + distance. Target distance = stop distance × chosen reward/risk.

Price-distance planning only. ATR describes past range, not a maximum future loss. Entry, multiple and reward/risk are your assumptions. Fees, slippage, trade size and gap risk are excluded.

Calculate the range input

For each candle after a previous close is available, true range is the largest of the candle's high minus low, the absolute high minus previous close, and the absolute low minus previous close. Wilder ATR starts from an initial average and updates using [previous ATR × (period − 1) + current true range] ÷ period. Use completed candles with consistent spacing. The most recent ATR describes the range scale in the submitted sample and changes when you alter its interval or period.

Translate distance into long and short levels

Stop distance equals ATR multiplied by the chosen stop multiple. For a long scenario, subtract this distance from entry to obtain the stop and add distance multiplied by reward-to-risk to obtain the target. For a short scenario, add the distance for the stop and subtract the target distance from entry. These are price differences before trading fees, funding or slippage. A nominal two-to-one target ratio can therefore produce a lower net payoff ratio after the complete trade costs are included.

Use position size as a separate decision

ATR measures historical movement without determining trade direction, execution quality or the probability that either level will be reached first. A wider stop increases loss per unit if position quantity stays fixed. Use the position size calculator to connect that distance with a chosen equity budget. Reject nonpositive derived price levels and check exchange price increments before using a plan. This page does not know maintenance margin, liquidation price or order-trigger conventions, so an ATR stop cannot establish that a leveraged position survives until execution.

Sources and further reading

Fidelity: Average True Range calculation ↗

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Save selected inputs and research notes explicitly in this browser. Compare assumptions and restore a saved setup without submitting a trade. JavaScript enables the controls.

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