... that is the question. I have an automated, intraday, mean-reversion strategy (for US stocks) which works best when the market chops and ranges up and down with medium amplitude swings (i.e. of the order of 30/60 minute ATR). If I can find one, I want to add another filter that will switch off the strategy when the probability has increased that price will break from the range. Any suggestions for ideas I could explore? Any comments on the proposed approach? Thanks.