https://www.investopedia.com/articles/trading/08/atr.asp

What Is ATR? 

The average true range is a volatility indicator. Volatility measures the strength of the price action and is often overlooked for clues on market direction. A better known volatility indicator is Bollinger Bands. In "Bollinger on Bollinger Bands" (2002), John Bollinger writes, "high volatility begets low, and low volatility begets high." The chart below focuses solely on volatility, omitting price, so we can see that volatility follows a clear cycle.

DT讲究的是发现趋势。（大千的“上升2020”是个大专家）

不过这个滤波器时间参数太大（14天），往往出了趋势黄花菜都凉了。

需要进一步研究。