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ที่อัปเดต: ATR Risk Sizer
📘 ATR Risk Sizer (Daily ATR, RMA)
English
What it does
Plots ATR(10) (daily, Wilder/RMA) and computes position size from your risk using a volatility stop.
To avoid undersizing volatility intraday, the tool uses a conservative ATR used:
Pre-open (before first trade): previous day’s ATR
Intraday (bar not confirmed): ATR used = max( today’s ATR, yesterday’s ATR )
After close (daily bar confirmed): today’s ATR
Key terms
ATR(10): 10-day Average True Range (RMA/Wilder) on the daily timeframe.
ATR used: the ATR value actually used for risk/size, following the rules above.
Formulas
TrueRange = max( high-low, |high-close[1]|, |low-close[1]| )
ATR(10) = RMA(TrueRange, 10)
Per-unit risk = ATR used × Multiplier × PointValue
Position size = floor( RiskAmount ÷ Per-unit risk ÷ LotSize ) × LotSize
Inputs
ATR Length: period for daily ATR (default 10)
ATR Multiplier (m): stop distance factor (e.g., 1.0–1.5)
Risk Amount: capital you’re willing to risk on the trade
Point Value: money value per point (equities/ETFs = 1; futures = contract point value)
Lot Size: minimum tradable unit (equities=1; futures=contract lot)
Max Position Cap: optional cap on position size
Show summary table: toggles the top-right table
Outputs
Panel plot: thin pink ATR(10) line (daily, RMA)
Summary table (optional): ATR(10), ATR used, Per-unit, Risk, Size
Notes
ATR is always computed on daily bars via request.security(..., "D", ...), so results are stable across intraday charts.
This indicator sizes positions; it does not place orders or stops.
For futures/indices, set PointValue/LotSize to the instrument’s specs.
한국어
무엇을 하나요?
일봉 ATR(10)(RMA/윌더) 라인을 표시하고, 변동성 스탑을 가정해 포지션 사이즈를 계산합니다.
장중 변동성 과소평가를 막기 위해 ATR used를 보수적으로 선택합니다.
장 오픈 전(첫 체결 전): 전일 ATR
장중(일봉 미확정): ATR used = max( 오늘 ATR, 전일 ATR )
장 마감 후(일봉 확정): 당일 ATR
용어
ATR(10): 최근 10일의 평균 진짜 변동폭(일봉, RMA).
ATR used: 위 규칙대로 리스크/사이징에 실제로 쓰는 ATR 값.
계산식
TrueRange = max( 고-저, |고-전일종가|, |저-전일종가| )
ATR(10) = RMA(TrueRange, 10)
단위당 위험 = ATR used × 배수(m) × PointValue
포지션 사이즈 = floor( RiskAmount ÷ 단위당 위험 ÷ LotSize ) × LotSize
입력값
ATR Length(기본 10), ATR Multiplier(m), Risk Amount,
Point Value(주식=1, 선물=계약 포인트가치), Lot Size, Max Position Cap,
Show summary table(요약 테이블 표시)
출력
패널 플롯: 얇은 핑크 ATR(10) 라인(일봉, RMA)
요약 테이블(선택): ATR(10), ATR used, Per-unit, Risk, Size
비고
ATR은 항상 일봉 기준으로 계산되어, 분/시간봉 차트에서도 일관된 값을 제공합니다.
이 도구는 사이징 계산용이며, 주문/스탑을 직접 제출하지 않습니다.
선물/지수는 종목 규격에 맞게 PointValue/LotSize를 설정하세요.
English
What it does
Plots ATR(10) (daily, Wilder/RMA) and computes position size from your risk using a volatility stop.
To avoid undersizing volatility intraday, the tool uses a conservative ATR used:
Pre-open (before first trade): previous day’s ATR
Intraday (bar not confirmed): ATR used = max( today’s ATR, yesterday’s ATR )
After close (daily bar confirmed): today’s ATR
Key terms
ATR(10): 10-day Average True Range (RMA/Wilder) on the daily timeframe.
ATR used: the ATR value actually used for risk/size, following the rules above.
Formulas
TrueRange = max( high-low, |high-close[1]|, |low-close[1]| )
ATR(10) = RMA(TrueRange, 10)
Per-unit risk = ATR used × Multiplier × PointValue
Position size = floor( RiskAmount ÷ Per-unit risk ÷ LotSize ) × LotSize
Inputs
ATR Length: period for daily ATR (default 10)
ATR Multiplier (m): stop distance factor (e.g., 1.0–1.5)
Risk Amount: capital you’re willing to risk on the trade
Point Value: money value per point (equities/ETFs = 1; futures = contract point value)
Lot Size: minimum tradable unit (equities=1; futures=contract lot)
Max Position Cap: optional cap on position size
Show summary table: toggles the top-right table
Outputs
Panel plot: thin pink ATR(10) line (daily, RMA)
Summary table (optional): ATR(10), ATR used, Per-unit, Risk, Size
Notes
ATR is always computed on daily bars via request.security(..., "D", ...), so results are stable across intraday charts.
This indicator sizes positions; it does not place orders or stops.
For futures/indices, set PointValue/LotSize to the instrument’s specs.
한국어
무엇을 하나요?
일봉 ATR(10)(RMA/윌더) 라인을 표시하고, 변동성 스탑을 가정해 포지션 사이즈를 계산합니다.
장중 변동성 과소평가를 막기 위해 ATR used를 보수적으로 선택합니다.
장 오픈 전(첫 체결 전): 전일 ATR
장중(일봉 미확정): ATR used = max( 오늘 ATR, 전일 ATR )
장 마감 후(일봉 확정): 당일 ATR
용어
ATR(10): 최근 10일의 평균 진짜 변동폭(일봉, RMA).
ATR used: 위 규칙대로 리스크/사이징에 실제로 쓰는 ATR 값.
계산식
TrueRange = max( 고-저, |고-전일종가|, |저-전일종가| )
ATR(10) = RMA(TrueRange, 10)
단위당 위험 = ATR used × 배수(m) × PointValue
포지션 사이즈 = floor( RiskAmount ÷ 단위당 위험 ÷ LotSize ) × LotSize
입력값
ATR Length(기본 10), ATR Multiplier(m), Risk Amount,
Point Value(주식=1, 선물=계약 포인트가치), Lot Size, Max Position Cap,
Show summary table(요약 테이블 표시)
출력
패널 플롯: 얇은 핑크 ATR(10) 라인(일봉, RMA)
요약 테이블(선택): ATR(10), ATR used, Per-unit, Risk, Size
비고
ATR은 항상 일봉 기준으로 계산되어, 분/시간봉 차트에서도 일관된 값을 제공합니다.
이 도구는 사이징 계산용이며, 주문/스탑을 직접 제출하지 않습니다.
선물/지수는 종목 규격에 맞게 PointValue/LotSize를 설정하세요.
เอกสารเผยแพร่
📘 ATR Risk Sizer (Daily ATR, RMA)English
What it does
Plots ATR(10) (daily, Wilder/RMA) and computes position size from your risk using a volatility stop.
To avoid undersizing volatility intraday, the tool uses a conservative ATR used:
Pre-open (before first trade): previous day’s ATR
Intraday (bar not confirmed): ATR used = max( today’s ATR, yesterday’s ATR )
After close (daily bar confirmed): today’s ATR
Key terms
ATR(10): 10-day Average True Range (RMA/Wilder) on the daily timeframe.
ATR used: the ATR value actually used for risk/size, following the rules above.
Formulas
TrueRange = max( high-low, |high-close[1]|, |low-close[1]| )
ATR(10) = RMA(TrueRange, 10)
Per-unit risk = ATR used × Multiplier × PointValue
Position size = floor( RiskAmount ÷ Per-unit risk ÷ LotSize ) × LotSize
Inputs
ATR Length: period for daily ATR (default 10)
ATR Multiplier (m): stop distance factor (e.g., 1.0–1.5)
Risk Amount: capital you’re willing to risk on the trade
Point Value: money value per point (equities/ETFs = 1; futures = contract point value)
Lot Size: minimum tradable unit (equities=1; futures=contract lot)
Max Position Cap: optional cap on position size
Show summary table: toggles the top-right table
Outputs
Panel plot: thin pink ATR(10) line (daily, RMA)
Summary table (optional): ATR(10), ATR used, Per-unit, Risk, Size
Notes
ATR is always computed on daily bars via request.security(..., "D", ...), so results are stable across intraday charts.
This indicator sizes positions; it does not place orders or stops.
For futures/indices, set PointValue/LotSize to the instrument’s specs.
한국어
무엇을 하나요?
일봉 ATR(10)(RMA/윌더) 라인을 표시하고, 변동성 스탑을 가정해 포지션 사이즈를 계산합니다.
장중 변동성 과소평가를 막기 위해 ATR used를 보수적으로 선택합니다.
장 오픈 전(첫 체결 전): 전일 ATR
장중(일봉 미확정): ATR used = max( 오늘 ATR, 전일 ATR )
장 마감 후(일봉 확정): 당일 ATR
용어
ATR(10): 최근 10일의 평균 진짜 변동폭(일봉, RMA).
ATR used: 위 규칙대로 리스크/사이징에 실제로 쓰는 ATR 값.
계산식
TrueRange = max( 고-저, |고-전일종가|, |저-전일종가| )
ATR(10) = RMA(TrueRange, 10)
단위당 위험 = ATR used × 배수(m) × PointValue
포지션 사이즈 = floor( RiskAmount ÷ 단위당 위험 ÷ LotSize ) × LotSize
입력값
ATR Length(기본 10), ATR Multiplier(m), Risk Amount,
Point Value(주식=1, 선물=계약 포인트가치), Lot Size, Max Position Cap,
Show summary table(요약 테이블 표시)
출력
패널 플롯: 얇은 핑크 ATR(10) 라인(일봉, RMA)
요약 테이블(선택): ATR(10), ATR used, Per-unit, Risk, Size
비고
ATR은 항상 일봉 기준으로 계산되어, 분/시간봉 차트에서도 일관된 값을 제공합니다.
이 도구는 사이징 계산용이며, 주문/스탑을 직접 제출하지 않습니다.
선물/지수는 종목 규격에 맞게 PointValue/LotSize를 설정하세요.
เอกสารเผยแพร่
📘 ATR Risk Sizer (Daily ATR, RMA)English
What it does
Calculates position size from your risk using a daily ATR(10, RMA) stop model and shows a clean summary table.
ATR(10) is computed on daily bars (RMA/Wilder).
ATR used (intraday-safe):
Pre-open (before first trade): yesterday’s daily ATR
Intraday (daily bar not confirmed): max(today’s ATR, yesterday’s ATR)
After close (daily bar confirmed): today’s daily ATR
Stop (long): Stop = Today’s Daily Low − m × ATR_used
Per-unit risk (actual): Per-unit = max(0, Entry − Stop) × PointValue (Entry = current price)
Position size: Size = floor( Risk ÷ Per-unit ÷ LotSize ) × LotSize (capped by MaxSize if set)
Bet (exposure): Bet = Entry × Size × PointValue
Inputs
ATR Length (Daily RMA): default 10
ATR Multiplier (m): stop distance factor (e.g., 1.00)
Risk Amount: money you’re willing to risk on the trade
Point Value: cash value per point (equities/ETFs = 1; futures = contract point value)
Lot Size: minimum tradable unit (equities = 1; futures = contract lot)
Max Position Cap: optional hard cap (0 = none)
Show summary table: toggle the top-right table
Outputs
Panel plot: thin pink ATR(10) (daily, RMA)
Summary table: ATR(10), ATR used, Stop, Per-unit, Risk, Size, Bet
Notes
Daily ATR is fetched via request.security(..., "D", ...), so values stay consistent on intraday charts.
Sizing only—this indicator does not place orders or stops.
For futures/indices, set PointValue/LotSize to contract specs.
한국어
무엇을 하나요?
일봉 ATR(10, RMA) 기반 스탑 모델로 리스크 대비 포지션 사이즈를 계산하고 요약 테이블을 보여줍니다.
ATR(10) 은 일봉 기준(RMA/윌더) 으로 계산됩니다.
ATR used(장중 안전 보정):
장 시작 전(첫 체결 전): 전일 일봉 ATR
장중(일봉 미확정): max( 오늘 ATR, 전일 ATR )
마감 후(일봉 확정): 당일 일봉 ATR
스탑(롱): 스탑 = 오늘 일봉 저가 − m × ATR_used
단위당 위험(실제): Per-unit = max(0, 진입가 − 스탑) × PointValue (진입가 = 현재가)
포지션 사이즈: Size = floor( Risk ÷ Per-unit ÷ LotSize ) × LotSize (설정 시 MaxSize로 상한)
베팅 금액(익스포저): Bet = 현재가 × Size × PointValue
입력값
ATR Length (Daily RMA): 기본 10
ATR Multiplier (m): 스탑 거리 배수(예: 1.00)
Risk Amount: 이번 트레이드에서 감당할 리스크 금액
Point Value: 포인트당 화폐가치(주식/ETF=1, 선물=계약 포인트가치)
Lot Size: 최소 거래 단위(주식=1, 선물=계약 롯)
Max Position Cap: 최대 수량 상한(0=무제한)
Show summary table: 우상단 요약 테이블 표시
출력
패널 플롯: 얇은 핑크 ATR(10)(일봉, RMA)
요약 테이블: ATR(10), ATR used, Stop, Per-unit, Risk, Size, Bet
비고
일봉 ATR은 request.security(..., "D", ...)로 가져오므로 분/시간봉 차트에서도 값이 일관됩니다.
이 인디케이터는 사이징 계산용이며 주문/스탑을 직접 제출하지 않습니다.
선물/지수는 PointValue/LotSize를 상품 규격에 맞게 설정하세요.
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ด้วยเจตนารมณ์หลักของ TradingView ผู้สร้างสคริปต์นี้ได้ทำให้มันเป็นโอเพ่นซอร์ส เพื่อให้เทรดเดอร์สามารถตรวจสอบและยืนยันการทำงานของสคริปต์ได้ ขอแสดงความชื่นชมผู้เขียน! แม้ว่าคุณจะสามารถใช้งานได้ฟรี แต่อย่าลืมว่าการเผยแพร่โค้ดซ้ำนั้นจะต้องเป็นไปตามกฎระเบียบการใช้งานของเรา
คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมที่ ข้อกำหนดการใช้งาน
สคริปต์โอเพนซอร์ซ
ด้วยเจตนารมณ์หลักของ TradingView ผู้สร้างสคริปต์นี้ได้ทำให้มันเป็นโอเพ่นซอร์ส เพื่อให้เทรดเดอร์สามารถตรวจสอบและยืนยันการทำงานของสคริปต์ได้ ขอแสดงความชื่นชมผู้เขียน! แม้ว่าคุณจะสามารถใช้งานได้ฟรี แต่อย่าลืมว่าการเผยแพร่โค้ดซ้ำนั้นจะต้องเป็นไปตามกฎระเบียบการใช้งานของเรา
คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมที่ ข้อกำหนดการใช้งาน