How do you determine the volatility of a pair? low,med or high - Page 2
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Thread: How do you determine the volatility of a pair? low,med or high

  1. #11
    See how far teamwork's herd mentality gets you.

  2. #12
    Quote Originally Posted by ;
    About 1 1/2 year-old the ATR for its EUR/USD was from the 50s and 60s.... Today it's over 200, and again back in novemebr of 2008 the ATR got as large as the 350s.... Now that is volitility.
    Therefore, basicaly:

    Quote Originally Posted by ;
    Scroll to get a few screens....you can include the respective levels to your indior so to view them on the chart as a way to evaluate and how at a particular moment the volatility is.
    .
    And Depending upon Your system approaches - you determine what levels for the body you'd think about as low (too low), what is high and the remainder;

    when situation at the market or your approaches will change - readjust the levels

  3. #13
    (h l)/2 does not provide a time-weighted average. If price spends only every day at a very low low, and only every day at a very high high, but a lot of it is time elsewhere... you're not getting an excellent outcome.

    There is an actual formula for ATR, it is not just bar size. Google it. Do your homework.

    I utilize average ATRs, a 100 period avg, a 50 period avg along with a 10 period avg, along with the previous 3 phases individually. This tells me volatility is increasing, at what rate, and what the current ATR is.

  4. #14
    Quote Originally Posted by ;
    see just how much the herd mentality of teamwork gets you.
    Only as much as I wish and it satisfies me to get to (do not you enjoy going places?)

    Incorrect though about the herd... I typically countertrend, in trading in addition to my personal life.

    And so to come back on subject and perhaps help someone else (and do not forget the dessert!) , I will post my response.


    Average true range depends on the TF.

    It is a calculation (the complied stuff is here:
    http://stockcharts.com/school/doku.p...e_true_range_a
    ) which provides the width in pips of the ordinary range of this TF (just how much pips it has moved from hig to low).

    So, on Daily charts, you should consider several days (you can use a week, but better would be a month) to see the fluctuation and have a approximate mid-range which BTW will reveal about the indior as the more common range (that mid-range can also range, that is, such as on daily, you might have a mid-range between 80 and 100). Two candles wouldn't be enough, IMO, because you might be carrying a distinct high volatility day while the average real range is a lot lower. That's the reason you will take in consideration.

    I do not know precisely why it is you are asking, but if it's for stops, usually 2x or 3x ATR is safe. On the other hand, if it's to measure nice and volatile periods compared to slow markets, you can check on the chart and about the indior and decide above which amount is the one which you would use for longer volatile periods, or if needing slow ranging markets, below which amount is it safe to exchange.

    If you tell me precisely what you want to do with the info maybe I can assist further.

    Regards
    Caroline

  5. #15
    Quote Originally Posted by ;
    I might have looked up the definition, spoon fed it to you like this clown did.

    Buy why should not you have to look this up just like me and everybody else?

    whatev.
    I looked at the definition. But I should know how to go into practice from numbers and theory. How to apply it.

  6. #16
    Quote Originally Posted by ;
    (h l)/2 doesn't supply a time-weighted average. If price spends only every day at a really low , and only every day at a really high high, but most of it is time elsewhere... you are not getting a very good outcome.

    There is a genuine formula for ATR, it is not just bar size. Google it. Do your homework.

    I utilize typical ATRs, a 100 period avg, a 50 period avg along with a 10 period avg, alongside the last 3 phases individually. This tells me volatility is increasing, at what rate, and what the current ATR is.
    Thanks for the tip

  7. #17
    I Enjoy Talk: )))


    high=High[I];
    low =Low[I];
    TempBuffer[I]=high-low;

    prevclose=Close[I 1];

    TempBuffer[I]=MathMax(high,prevclose)-MathMin(low,prevclose );

    AtrBuffer[I]=iMAOnArray....




    Nicely, anyway - maybe not exacly range, however near
    atr1 (real, histo) smoozing ma (14(line)) = a.k.a. atr(14) (lineup )
    stock atr- in every mt4

    https://www.forexsoutheast.asia/atta...4144906526.mq4
    https://www.forexsoutheast.asia/atta...5933563345.mq4

  8. #18
    btw. Doblece, what about that man?
    seriously...

  9. #19
    Note I was the first person to help with this thread... I had been the one to present ATR into dialogue.

    I wanted the guy to look up the data for himself, so he can work out how to get it to work for him. That's what I did when I saw ATR in a discussion on volatility severalm months ago.

    Maybe my work ethic is different than everybody elses around here.

    Quote Originally Posted by ;
    I am not sure what gives you the right to call a helping person a clown.

    Have you ever in your 3 years manhood ship heard about rule #1?

    Why didn't you use your time to answer the query like you may have done as you say instead of insulting the person who did.

    Did you get a terrible time recently?

    If yes, I'm sorry for you and when there's something which I can do to help you I want to know.

  10. #20
    Quote Originally Posted by ;
    I wanted the guy to find out the information for himself, so that he can figure out how to make it to work because of him. That is exactly what I did when I saw ATR in a conversation on volatility severalm weeks.

    Maybe my job seeker is different than everyone elses about here.
    Your job ethics is completely known and much more, shared.
    However, in this specific scenario, I answered sed34 such as I did since:

    1) I sensed that his question moved beyond the simple acquisition of this formula or definition (and he confirmed this with his post #15)

    two ) sed34 was working hard at the THV ribbon and generally trying to find his own voice as a trader so, for me, he's not just another newbie but someone I've communied with many times, attempting to find answers with each other, so I saw the query as a continuation of what we've been working on. I probably wouldn't have answered in such detail (though I'd most probably have posted the link to stockcharts anyhow ) if he had been a entire stranger to me.

    3) I have been through most of the newbies confusion and got myself out and so know that sometimes it can be a difficult and lonely occupation. Time is my best valuable asset and I think it should be for everyone. Because of this, if the smallest of my own short experience can help someone reach the point quicker than I did, you can bet that I will be there.

    4) I might be incorrect. You might be right. Perhaps we are?

    I'm sorry if I stepped on your toes... and of my silly answers to you but I'm not used to be called names from an entire stranger.
    It was fun, though... kind of.


    Quote Originally Posted by ;
    btw. Doblece, what about that man?
    Seriously...
    Clowning is a serious job.
    Ask Patch Ad...

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