Ideal Volatility Filter

Forums ProRealTime English forum ProOrder support Ideal Volatility Filter

Viewing 2 posts - 1 through 2 (of 2 total)
  • #191845

    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

    #191859
Viewing 2 posts - 1 through 2 (of 2 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login