Got it, thank you for your explanation.
You're welcome. Good luck.Got it, thank you for your explanation.
Could you help me setup something similar, where do I start?
I would like to use my IB account to do similar things and backtest strategies but don't know where to start...
Thanks in advance...![]()
I’m catching up so I’m months behind, but this is an insight few have. High vol=probable drops. Low vol= blue skies ahead. Also, volatility is pretty straight forward without convoluting it with put/call ratios. Range is more than enough to peek at what’s what.I'd dare to say fundamentally important. All strategies that I've deployed so far try their best to reduce output volatility (equity curve), and in so doing they stay away from input volatility (price). This may not be a universal law, I know many traders prefer volatile phases, but this is the best I could come up with so far.