---
url: /indicators/atr-stop.md
description: >-
  Created by Welles Wilder, the ATR Trailing Stop indicator attempts to
  determine the primary trend of financial market prices by using Average True
  Range (ATR) band thresholds.  It can indicate a buy/sell signal or a trailing
  stop when the trend changes.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/atr-stop
generated: 2026-09-23T06:23:37.276Z
commit: 1c2a6283c73a1ab8cc3b9330d93527c3d74e63c7
---

# ATR Trailing Stop

Created by Welles Wilder, the ATR Trailing Stop indicator attempts to determine the primary trend of Close prices by using [Average True Range (ATR)](/indicators/atr.md) band thresholds.  It can indicate a buy/sell signal or a trailing stop when the trend changes.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/724 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<AtrStopResult> results =
  bars.ToAtrStop(lookbackPeriods, multiplier, endType);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) for the ATR evaluation.  Must be greater than 1.  Default is 21. |
| `multiplier` | *`double`* | Multiplier sets the ATR band width.  Must be greater than 0 and is usually set around 2 to 3.  Default is 3. |
| `endType` | *`EndType`* | Determines whether `Close` or `High/Low` is used as basis for stop offset. Default is `EndType.Close`. |

### Historical price bars requirements

You must have at least `N+100` periods of `bars` to cover the [warmup and convergence](https://github.com/facioquo/stock-indicators-dotnet/discussions/688) periods.  Since this uses a smoothing technique, we recommend you use at least `N+250` periods prior to the intended usage date for optimal precision.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

### `EndType` enum options

| enum | `int` | description |
| :--- | :---: | :---------- |
| `EndType.Close`    | 0 | Threshold measured from bar `Close` price           |
| `EndType.HighLow`  | 1 | Threshold measured from bar `High` and `Low` price  |

## Response

```csharp
IReadOnlyList<AtrStopResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first `N` periods will have `null` AtrStop values since there's not enough data to calculate.

> [!WARNING]
> **🚩 ⚞ Convergence warning**
>
> the line segment before the first reversal and the first `N+100` periods are unreliable due to an initial guess of trend direction and precision convergence for the underlying ATR values.

### `AtrStopResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `AtrStop` | *`double`* | ATR Trailing Stop line contains both Upper and Lower segments |
| `BuyStop` | *`double`* | Upper band only (green) |
| `SellStop` | *`double`* | Lower band only (red) |
| `Atr` | *`double`* | Average True Range |

`BuyStop` and `SellStop` values are provided to differentiate buy vs sell stop lines and to clearly demark trend reversal.  `AtrStop` is the contiguous combination of both upper and lower line data.

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator is not chain-enabled and must be generated from `bars`.  It **cannot** be used for further processing by other chain-enabled indicators.

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
AtrStopList atrStopList = new(lookbackPeriods, multiplier: 3.0, endType: EndType.Close);

foreach (IBar bar in bars)  // simulating stream
{
  atrStopList.Add(bar);
}

// based on `ICollection<AtrStopResult>`
IReadOnlyList<AtrStopResult> results = atrStopList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
AtrStopHub observer = barHub.ToAtrStopHub(lookbackPeriods, multiplier: 3.0, endType: EndType.Close);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AtrStopResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.