F feb2865 May 30, 2007 #11 Quote from basis: If you're talking about daytrading, don't look at ATR, as it includes overnight moves. Also, don't look at sessions where you're not likely to be trading. Construct custom bars from 9:30-4:15 and use those. More... I second that
Quote from basis: If you're talking about daytrading, don't look at ATR, as it includes overnight moves. Also, don't look at sessions where you're not likely to be trading. Construct custom bars from 9:30-4:15 and use those. More... I second that