The standard deviation in log changes (daily or atr) is the most tractable...
Best indicator to measure volatility ?
- Thread starter Saxio
- Start date
I like the 10-day ATR divided by average close with a minimum average daily volume of ~5M.
Would you rather trade a $500 stock with an ATR of 20, or a $20 stock with an ATR of 4 (e.g., $VUZI).
Volatility Percentage... I'm sure there are other names for it.
Regards,
PTR
Would you rather trade a $500 stock with an ATR of 20, or a $20 stock with an ATR of 4 (e.g., $VUZI).
Volatility Percentage... I'm sure there are other names for it.
Regards,
PTR
ADR is like ATR but without the gaps and is expressed in %.
%%
That can work well;
50 day moving average+ 50dma study can work well.
BUT there are many kinds of 50dma......................................................