• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Looking for a volatility indicator

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Looking for a volatility indicator

    Hi, does anyone know a volatility indicator that gives me the ratio of the current bar’s range to a window of previous bars?

    Many thanks,

    Wei

    #2
    Hello Realiori9999,

    Thank-you for posting.

    I am not aware of any indicator that meets your needs.

    I will leave the post open for others to comment.
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by Realiori9999 View Post
      Hi, does anyone know a volatility indicator that gives me the ratio of the current bar’s range to a window of previous bars?

      Many thanks,

      Wei
      What you have described sounds like the Kaufman Efficiency Ratio, but you will have to better define your terms. What exactly do you mean by "window of previous bars"? The highest to lowest value in the range? The sum of the range of the bars in the range?

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by jayfutures23, Today, 09:32 AM
      0 responses
      3 views
      0 likes
      Last Post jayfutures23  
      Started by dshalom9, Today, 08:36 AM
      9 responses
      17 views
      0 likes
      Last Post NinjaTrader_PatrickG  
      Started by stock_wizard_49, 07-11-2020, 06:57 PM
      1 response
      16 views
      0 likes
      Last Post NinjaTrader_PaulH  
      Started by asmmbillah, Yesterday, 03:03 PM
      1 response
      10 views
      0 likes
      Last Post NinjaTrader_Jesse  
      Started by AspenHiker, Today, 08:37 AM
      0 responses
      7 views
      0 likes
      Last Post AspenHiker  
      Working...
      X