Short answer: it's not possible to create "the moving average of an indicator" (there is no "MA of ATR"). The Moving Average block only calculates the average on price, the Applied Price field only accepts Close/Open/High/Low/Median/Typical/Weighted, and does not accept the output of another indicator or a custom variable.
But you can achieve the same goal in another way: compare two indicators directly in the Trade rule block.
How to do it (recommended way)
A single Trade rule block has two sides (Indicator and Indicator 2) with an operator in the middle. You place one indicator on each side:
Indicator (left): Indicator type = Average True Range, ATR period = 14.
Operator: > (greater than).
Indicator 2 (right): Indicator type = Average True Range, ATR period = 200.
Result: the rule triggers when ATR(14) > ATR(200).
Instead of calculating "the 100-period moving average of the ATR", you use a long-period ATR (e.g., 200) as a proxy for the average: the long-period ATR represents the background average volatility, and the ATR(14) represents the recent volatility. When the 14 is above the 200, the recent volatility is above its long-term base, which is precisely the intention of this filter.
Note: the long-period ATR is a proxy for the long-term average, not the exact mathematical average of the ATR(14). In practice, it delivers the same intent as the filter.
What can be compared this way
The same indicator in different periods (e.g., ATR 14 vs ATR 200).
An indicator with a fixed number (e.g., ATR above X pips; MACD above/below a value, including negative).
An indicator with another indicator.
Common point of confusion
You might expect to set the MA's Applied Price to "ATR" to get the ATR's average, this option does not exist, and there is no way to inject an indicator's output as an applied price, not even via a variable. Use the direct comparison of two indicators instead.
