How to Quantify Choppiness?

Discussion in 'Strategy Building' started by Corso482, Oct 17, 2002.

  1. How do you guys do it?:D
  2. J-S


  3. There is a Choppiness indicator in QCharts
  4. bone


    When your P&L goes from +$6,000 to -$22,000 to -$8,800 in about one hour. All technical indicators save the possible exception of momentum are lagging indicators, so don't look there, pal.
  5. Look at the chart, don't trade if there are lots of gaps, inside days, and outside days.