The average true range NSE volatility screener is a powerful tool for measuring stock price fluctuation. By filtering stocks based on ATR values, traders can identify high-volatility candidates for breakout trades or low-volatility names for mean-reversion strategies. Learn how to apply ATR on QUANTSCASE with volatility squeeze breakout techniques.

Default ATR Period

1.5%

Low Volatility Threshold

3.0%

High Volatility Threshold

2.0x

ATR Multiplier for Stop Loss

Why ATR Matters for NSE Volatility Screening

ATR measures the average range of price movement over a set period, giving traders a clear gauge of volatility. For NSE stocks, a rising ATR signals increasing volatility, often preceding breakouts or breakdowns. Use the breakout stock screening guide to combine ATR with price action.

Low ATR values indicate consolidation and potential squeeze setups. High ATR values warn of wide spreads and higher risk. By screening with ATR, you can adapt position sizing and stop-loss levels to current market conditions.

📌 Key Insight
ATR is not directional — it only measures volatility. Combine with trend filters like ADX or moving averages to avoid false signals.

How to Use the ATR Screener on QUANTSCASE

Step 1: Set ATR Period — Choose a 14-period ATR for daily charts. This balances responsiveness and smoothness.

Step 2: Define Volatility Thresholds — Set minimum ATR to 1.5% of price for low volatility, or 3%+ for high volatility stocks.

Step 3: Filter by Price and Volume — Add a volume filter to ensure liquidity. Stocks with ATR > 3% and volume > 500k shares are prime for breakouts.

Step 4: Combine with Trend Indicators — Use the ADX Power Trend screener to confirm trend strength before entry.

Step 5: Backtest and Adjust — Test your ATR-based strategy on historical data. Adjust thresholds based on sector and market regime.

💡 Pro Tip
For intraday trading, use a 10-period ATR on 15-minute charts. ATR values above 1.5% of price indicate strong momentum moves.

Key ATR Thresholds for NSE Stocks

Indicator	Threshold	Signal	Why It Matters
ATR (14-day)	Below 1.5% of price	✅ Bullish	Low volatility often precedes a squeeze breakout; ideal for mean reversion.
ATR (14-day)	1.5% to 3% of price	⚡ Watch	Moderate volatility — wait for a catalyst or volume spike.
ATR (14-day)	Above 3% of price	✅ Bullish	High volatility signals strong momentum; suitable for trend-following.
ATR (14-day)	Above 5% of price	❌ Bearish	Extreme volatility may indicate panic or exhaustion; avoid new entries.

✅ ATR Volatility Entry Checklist

✓ATR is above 3% of price for high-volatility setup

✓Price is above 20-day moving average for bullish bias

✓Volume is above 30-day average

✓ADX > 25 confirming trend strength

✗Avoid if ATR is below 1.5% and price is range-bound without a catalyst

⚠️ Common Mistake
A common mistake is using ATR alone without trend context. A high ATR in a sideways market can lead to whipsaws. Always confirm with ADX or a moving average.

Try It on QUANTSCASE

Apply these ATR filters instantly using our pre-built screeners. Start with the Keltner Squeeze V screener to catch volatility contractions.

Keltner Squeeze V →

Finds stocks with ATR contraction near Keltner channel boundaries.

NR7 Compression →

Identifies stocks with the narrowest range in 7 days — low ATR setup.

Screen 1,800+ NSE stocks in seconds

Start Your Volatility Screening Now

Explore Volatility Screeners — 1,800+ NSE Stocks

This guide is for educational purposes only and does not constitute financial advice. Trading involves risk; past performance is not indicative of future results.