{"schemaVersion":"1.0","type":"BacktestEvidence","id":"https://formiq.jp/evidence/atr-settings/data.json","evidencePage":"https://formiq.jp/evidence/atr-settings","language":"en","article":{"title":"ATR Periods and Comparison Intervals: 720 Tests","url":"https://formiq.jp/blog/atr-settings","published":"2026-09-02","updated":"2026-09-02"},"author":{"name":"Yuichi Saiki","alternateName":"斉木勇一","url":"https://formiq.jp/about/yuichi-saiki"},"verified":"2026-09-02","question":"Is ATR period 14 optimal, and does the period or the comparison window move the result more?","finding":"The comparison window. Across 6 ATR periods from 5 to 50, 5 comparison windows from 1 to 20 bars and both rising and falling ATR — 60 settings per block, 720 runs over three timeframes and four windows — the one-bar comparison on hourly bars averaged −562.6 pips in 2024 and −1,149.2 pips in 2025, losing in both years. The ordering of the ATR periods by average result did not agree between 2024 and 2025. Splitting by ATR direction, falling ATR averaged +913.5 pips in 2024 and +350.1 in 2025 against −97.9 and +245.9 for rising ATR, but the 2025 profitable counts were close at 20 of 30 versus 19 of 30, so the direction alone does not select a setting.","methodology":"Measured with Formiq's backtester. ATR has no direction of its own, so direction came from price: when the ATR condition held, a price rise over the same comparison window opened a long and a fall opened a short. The exit is the opposite signal, with entry and exit sharing one rule set. No stop or target in the main comparison.","scope":["USDJPY, 2025, with 2024 run under identical settings and 2025 also split into halves","15-minute, hourly and four-hour bars","6 ATR periods (5, 10, 14, 20, 30, 50) x 5 comparison windows (1, 3, 5, 10, 20) x rising/falling ATR = 60 settings per block, 720 runs in total","Fills at the close, flat 0.3 pip spread, 0.1 lots"],"keyResults":[{"label":"The one-bar comparison on hourly bars","value":"−562.6 pips in 2024, −1,149.2 pips in 2025"},{"label":"Falling versus rising ATR, 30 hourly settings each","value":"falling +913.5 / +350.1 pips, rising −97.9 / +245.9 pips"},{"label":"Median ATR(14)","value":"11.21 pips on M15, 23.48 on H1, 48.90 on H4"}],"limitations":["The sample runs from 1 January 2024 through 31 December 2025.","Fills use the close and the main sweep fixes the spread at 0.3 pips.","ATR uses Wilder smoothing with warmup before each measured window.","MetaTrader, TradingView and Formiq expose different smoothing choices, so match the method before moving a numerical setting between platforms."]}