Ideal Volatility Filter

jamesfx · Mon, 18 Apr 2022 08:56:28 +0000

Hi, Am testing different volatility filters on a strategy I am running to avoid choppy markets, but also define the Goldilocks zone (not too low and not too high). Tested STD which is ok, but has its limitations. Found that HistoricVolatility[period](close) works well. Just wondering if anyone else found an alternative measure that they find works well? Thanks

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04/18/2022 at 9:56 AM #191845

jamesfx

Hi,

Am testing different volatility filters on a strategy I am running to avoid choppy markets, but also define the Goldilocks zone (not too low and not too high).

Tested STD which is ok, but has its limitations. Found that HistoricVolatility[period](close) works well.

Just wondering if anyone else found an alternative measure that they find works well?

Thanks

jamesfx
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04/19/2022 at 7:22 AM #191859

Nicolas

Indicators:

Damiani volameter

Squeeze Momentum Indicator

..

Many other suggestions here: https://www.prorealcode.com/topic/range-consolidation-indicator-wanted/#post-175685

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jamesfx

Nicolas
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Ideal Volatility Filter

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