> For the complete documentation index, see [llms.txt](https://guide.moontrader.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://guide.moontrader.com/en-moontrader-docs/trading/trading-algorithms/general-algorithm-settings/natr-filter.md).

# NATR filter

Filters pairs by volatility level. The indicator shows how much the price moves on average per candle — as a percentage of the current price. A value of 1.0% means the price moves on average 1% per candle. The higher the value, the more volatile the instrument is right now.

***

#### What is Normalized ATR (NATR)

**NATR (Normalized Average True Range)** is a volatility indicator that expresses the Average True Range (ATR) as a percentage of the current asset price.

**Formula:**

```
NATR (%) = ATR / Current Price × 100%
```

**How to interpret values:**

* **Low value** — the market is calm, price fluctuations are minor
* **High value** — the market is active, price is moving significantly relative to its value

> ⚠️ Unlike ATR, NATR allows comparing volatility across different assets regardless of their price level.

***

#### Calculation Logic

#### 1. True Range (TR)

For each period, the True Range is calculated as the maximum of three values:

```
range1 = High − Low
range2 = |High − PrevClose|
range3 = |Low − PrevClose|

TR = max(range1, range2, range3)
```

TR accounts for both intra-period movements and possible gaps between periods.

#### 2. ATR (Average True Range)

ATR is the moving average of TR values over a period of **N = 14**.

#### 3. NATR (%)

```
NATR (%) = (ATR / Close) × 100
```

Where:

* **ATR** — average true range over 14 periods
* **Close** — closing price of the current period

The result is expressed as a percentage.

***

#### Filter Parameters

#### Enabling the Filter

Each section represents one filter. The "+ Add filter" button adds another filter with independent settings.

#### Indicator

Select the timeframe for NATR calculation:

* **1m NATR %** — normalized ATR based on 1-minute candles
* **5m NATR %** — normalized ATR based on 5-minute candles
* **15m NATR %** — normalized ATR based on 15-minute candles
* **1h NATR %** — normalized ATR based on 1-hour candles

#### Range

Set the allowed NATR value range in percent:

* **Left boundary** — minimum allowed value (e.g., 0%)
* **Right boundary** — maximum allowed value (e.g., 5%)

The algorithm only works with pairs whose NATR value falls within the specified range.

> ⚠️ The range must be set from the smaller value to the larger value.

#### Cancel if out of range

If checked — active orders are cancelled at the moment NATR moves outside the specified range. If unchecked — orders remain active until filled or manually cancelled.

***

#### Why Use the NATR Filter

**Select volatile markets:** Set high range values so the algorithm only works on pairs with active price movement.

**Avoid overheated markets:** Set low range values to exclude pairs with excessive price spikes and higher slippage risk.

***

#### Support

Questions or suggestions — contact [support](https://t.me/moontrader_support_en).


---

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