ATR BE Assistant · Original Doctrine
ATR state defined trade management.
Read this first
The original doctrine
01ATR state defined trade management.
From the trading plan's origin: Normal meant controlled static structure; Trend meant continuation logic and more breathing room. That insight survives intact — the assistant remains foundational, now flanked by the Volatility Intelligence Panel and Distance Matrix so coefficient selection is evidence-based rather than eyeballed.
- Normal / out-of-session → BE at 1:1.4, static 2R runner.
- Trend + in-session → BE at 1:1.6, trend-oriented ATR trailing (typically ×1.5 volatility-adjusted).
- The switch feeds branch selection before entry — it never re-labels a trade after it starts moving.
Where it lives
02Inside ATR BE Assistant.
This page expands one card of the ATR BE Assistant page into its own reference. For orientation, the module's own framing: The ATR BE Assistant is the binary regime switch at the root of MARS trade management. Normal regime (or out of session): break-even at 1.4R with a static 2R runner. Trend regime in session: break-even at 1.6R with ATR-trail continuation logic.
Doctrine provenance
03The rules were extracted from trades, then frozen.
The original ATR-state doctrine wasn't designed on a whiteboard — it was distilled from journaled trades whose management outcomes were graded against their volatility states, then written down and versioned. Provenance matters: rules extracted from evidence can be re-audited against new evidence; rules from intuition can only be argued about.
How MARS uses this
MARS anchors stops, break-even triggers, and distance expectations to ATR on the designated authority timeframe. The same coefficient produces wide stops in violent conditions and tight ones in quiet conditions, keeping the probability of a noise stop-out roughly constant across regimes.
How it benefits you
Fixed-pip distances stop punishing you for the market changing size. Stops survive ordinary noise, break-even moves stop converting winners into scratches, and every distance decision is defensible in volatility terms instead of round numbers and feel.
Price inside its volatility envelope. The stop is quoted in ATR, and break-even is earned at a volatility-defined distance - not felt.
Connected inside MARS
This module doesn't work alone.
Go deeper
Operator briefs on this territory.
Deep dive — 01
The original rules came out of a journal, not off a whiteboard — and then they were written down and stopped moving.
Where a rule came from determines whether it can ever be tested. Most rules cannot be.
Read the full brief →
Deep dive — 02
The two-tenths between the break-even levels is the branch contract, not a preference.
Two-tenths of an R. It is not a tuning parameter — it is where each architecture can afford to buy protection.
Read the full brief →
Deep dive — 03
Why Normal exits static — and what the 1.4R break-even is actually buying.
Break-even at 1.4R, static 2R, no trail. Every trigger is a fixed R-level, and that is the feature.
Read the full brief →
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