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masterm1ne

Registered: Dec 2009
Posts: 798

08-13-12 09:37 PM

Quote from WD40:

if you want to push it, do an ATR of H and L.

My goal was to be able to compare contract volatilities, so I need a method to put the value into a percentage term, rather than simply just comparing ATR of one contract to another.

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masterm1ne

Registered: Dec 2009
Posts: 798

08-14-12 01:05 AM

In case anyone cares:

I was looking for:

code:

TimeFrame = 20

( avgtruerange ( TimeFrame ) / C ) * 1000 ;

Than you jficquette

This gives u a % value that you can then use to compare how volatile an instrument is to anther one.

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