Best indicator to measure volatility ?

Discussion in 'Technical Analysis' started by Saxio, Mar 13, 2021.

  1. The standard deviation in log changes (daily or atr) is the most tractable...
     
    #11     Mar 14, 2021
  2. I like the 10-day ATR divided by average close with a minimum average daily volume of ~5M.

    Would you rather trade a $500 stock with an ATR of 20, or a $20 stock with an ATR of 4 (e.g., $VUZI).

    Volatility Percentage... I'm sure there are other names for it.

    Regards,

    PTR
     
    #12     Mar 20, 2021
  3. spectastic

    spectastic

    ADR is like ATR but without the gaps and is expressed in %.
     
    #13     Mar 25, 2021
    PoundTheRock likes this.
  4. %%
    That can work well;
    50 day moving average+ 50dma study can work well.
    BUT there are many kinds of 50dma......................................................
     
    #14     Mar 29, 2021