Have a question about a post u made, trying to use to determine probability on a shorter time frame say like 5mins, can't seem to get it to work, also the sigma value can't I use current ATR value??
https://www.elitetrader.com/et/threads/how-to-calculate-probabilities.152915/#post-2292078
Hi MGJ, how do I obtain the value sigma in the description it mentions volatility or do I sum list of close prices?, and for the T value I want to change to lower time frame like T=14 5min bar/288 5min bar in a day