Hi there,
I’m trying to avoid entering markets where there’s literally no movement/volatility by defining lateral/horizontal movements. A try below!
c1 = highest[45](high) - Lowest[45](low) <= 45
Where c1 defines the max retracement between high and low
c2 = Lowest[45](low) > Lowest[90](low)
c3 = highest[45](high) < highest[90](high)
And c2 and c3 define the actual horizontal market movement..
What do you think? More parameters to be defined, I’d love to hear it…