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什麼是平均真實區間 ATR(AvgtrueRange)  看 這一篇 

在powerlanguage裡面的內建訊號就有 ATR Trailing，從裡面的程式碼解釋，就是從高點拉回或是低點轉折多少倍的ATR就平倉，算是保護停損停利的方法之一

運用ATR可衍生很多的變化，不同的計算公式 也可套用到策略當作出場機制。這是網路上其他高手分享的程式碼，有機會大家研究參考

範例1  從獲利高點折返N倍ATR出場

ATRVal = AvgTrueRange(ATRLen)*TrailingATR;

if d[0]<>d[1] then begin pHigh=0; pLow=9999; end;
if marketposition = 1 then begin
if barssinceentry =0 then pHigh = H;
if H>pHigh then pHigh = H;
if c-entryprice(0)>N then sell next bar at pHigh - ATRVal stop;
end;
if marketposition =-1 then begin
if barssinceentry =0 then pLow = L;
if L<pLow then pLow = L;
if entryprice(0)-c>N then buytocover next bar at pLow + ATRVal stop;
end;
if marketposition<>marketposition[1] then begin pHigh=0;pLow=9999; end;

範例2  用ATR停損

ATRval=AvgTrueRange(ATRLength)*ProtectiveATR;

if marketposition=1 then sell next bar at entryprice-ATRval stop;
if marketposition=-1 then buytocover next bar at entryprice+ATRval stop;

範例3 移動式ATR

ATRval=AvgTrueRange(ATRLength)*TrailingATR;

if marketposition=1 then begin
if barssinceentry=0 then PosHigh=High;
if High>PosHigh then PosHigh=high;
sell next bar at PosHigh-ATRval stop;
end;

if marketposition=-1 then begin
if barssinceentry=0 then PosLow= Low;
if Low<PosLow then PosLow=Low;
buytocover next bar at PosLow+ATRval stop;
end;

範例4  用N倍ATR停損

ATRVal=AvgTrueRange(ATRLength)*N;

if marketposition=1 then sell next bar at entryprice-ATRVal stop;
if marketposition=-1 then buytocover next bar at entryprice+ATRVal stop;

對的進場很重要，好的出場更重要，更重要的是對交易的堅持