Which volatility measure do you use to set stops: ATR, recent range or something else?

Volatility measures show how far a price usually moves over a period, and they give a stop distance that adapts to the market rather than a fixed number of pips. Many traders use the Average True Range (ATR) for this. Others use the recent high-low range, or a percentage of the price. Each gives a different distance for the same chart, and the choice changes how often a stop is hit by normal movement. How to trade with RSI covers a momentum indicator that members often pair with a volatility measure to judge whether a move is running out.

The practical question is which measure you trust for stops, and what period you set. A short period reacts quickly to a spike, which can widen a stop at the wrong moment. A long period is steadier but can lag a regime change, such as a release that alters the range for a session. Members who use a volatility stop usually test the period on past data before they trust it on a live trade.

We would like to hear your choice:

• Which volatility measure do you use for stops, and what period do you set?
• How do you adjust a stop when volatility jumps around a release?
• Have you compared two measures on the same trade? Which one protected you better?
• Do you change the period when you change the timeframe?

Please share your own approach and reasoning, not calls for others to copy. Posts that promise a direction or sell signals will be removed.