Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

ATR-14 (per-ticker, $)

What it is

ATR-14 (per-ticker, $) — registry key screener_atr_14.

Per-ticker 14-period Average True Range in USD, using Wilder exponential smoothing (alpha=1/14). Stored in screener_features_daily. Feeds archetype scorers and the quality gate’s liquidity check.

Data-pyramid tier

T1 — Signal. This metric sits at the signal layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: screener
Data source: computed

Derived metric — produced inside the platform (app/sources/screener.py or equivalent) rather than fetched as a raw upstream value. See the How it's computed section below for the formula.

How it’s computed

Wilder EMA of True Range (max of: high-low, |high-prev_close|, |low-prev_close|) over 14 periods (ewm com=13). NULL when fewer than 15 rows or missing high/low data.

Where it surfaces

• API field: screener.features.atr_14 on GET /api/v1/signals/latest

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

• Publishes: daily