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Considering issues regarding energy saving would further complicate the design of Automatic Train Regulation (ATR) for metro. This paper presents a metro traffic model which accounts for energy consumption. Thereby, Dual Heuristic dynamic Programming (DHP) technique is employed to find an optimal ATR design with energy saving. Simulation tests of the ATR design are conducted with field data. Results show that designing the ATR with energy saving by using DHP method would be feasible and tractable. In addition, traffic regulation with better energy efficiency is attainable with the ATR design through coasting and dwell time control.