Hi Mav et al! This thread is truly wonderful. Yes, I don't post much, but I'm really just getting caught up. Mav - regarding your volatility indicators, do you have a seed of where to start when creating something like this? An example perhaps? I don't see much mentioned in the thread. Thanks!
Welcome to the thread. Regarding vol indicators...I've sprinkled seeds over the last few 100 pages about them. I use to have one but now I have expanded to four. They are unique and not really talked about much in the media so I've found the signal to noise ratio pretty attractive. I don't want to say much more.
I know most on here use acd for more long term trading but it seems like (at least with the grains) lots of days regular hour sessions open well above the pivot (based on previous day's regular hours) and the pivot gives no useful information?
i've tried for a long time to find trade signals from the pivots. they are better used as a secondary filter. ie. fading an Adown with pivot support should bounce quickly. if not, get out of the way.