ATR — Average True Range se Stop Loss Set Karo
ATR — औसत वास्तविक श्रेणी से स्टॉप लॉस सेट करें
ATR market ki volatility measure karta hai considering gaps bhi. Position sizing aur stop loss placement ke liye ATR-based approach far superior hai fixed percentage se.
True Range aur ATR
Simple High minus Low range mein gap consider nahi hota. Agar stock yesterday 100 pe close hua aur aaj 90 pe open hua aur 95 pe close hua toh simple range sirf 5 hogi. Lekin true range is gap ko capture karta hai.
True Range = Maximum of these three: Current High minus Current Low. Absolute value of Current High minus Previous Close. Absolute value of Current Low minus Previous Close. Teen mein se jo bada ho woh True Range.
ATR = Simple Moving Average of True Range over N periods, usually 14. ATR continuously change karta rehta hai market conditions ke saath. Volatile markets mein ATR high, quiet markets mein low.
ATR-based Stop Loss
Fixed percentage stop loss ka problem yeh hai ki woh market ki current volatility ignore karta hai. Agar NIFTY ka ATR 150 points hai aur aap 50 point stop loss rakh rahe ho, toh normal market noise hi aapko stop out kar degi.
ATR-based stop loss market ki actual volatility consider karta hai. Common approach hai 1.5 ATR ya 2 ATR below entry price pe stop rakhna. Agar stock ka ATR 20 rupees hai aur entry 500 pe hai toh stop 2 ATR pe hoga 500 minus 40 = 460.
Yeh approach automatically adjust hoti hai market conditions ke saath. High volatility periods mein wider stop, low volatility mein tighter. Yeh approach historically better results deta hai kyunki yeh market ki actual character se aligned hai.
ATR-based Position Sizing
Position sizing ke liye ATR ek excellent tool hai. Approach: pehle decide karo kitna capital risk karna chahte ho ek trade pe. Maan lo 1 percent of portfolio, jo 1 lakh portfolio pe 1000 rupees hai.
Phir decide karo stop loss kitne ATR pe rakhna hai, maan lo 2 ATR. Stock ka ATR 25 rupees hai toh stop distance = 2 multiplied by 25 = 50 rupees per share. Position Size = Risk Amount divided by Stop Distance = 1000 divided by 50 = 20 shares.
Is approach se automatically large cap high volume stocks mein bigger positions aur small volatile stocks mein smaller positions aate hain. Portfolio risk per trade constant rehti hai regardless of which stock you're trading.
- 01ATR = Average of True Range (gaps including), 14-period default
- 02Fixed percent stop loss ignore karta hai market volatility
- 03ATR-based stop: 1.5 to 2 ATR below entry pe rakhna
- 04ATR-based position sizing: Risk Amount / (ATR multiplied by multiplier)
Yeh article sirf educational purpose ke liye hai. Isme koi bhi investment advice, research advice ya financial recommendation nahi hai. Markets mein risk hota hai. Apne financial decisions apne research aur qualified advisor ke saath lein.
Yeh bhi padho