I'm looking for study (or a good algorithm I can make into a study) that can help to determine price volatility. In specific I'm interested in something that can determine when prices are in a trading range, rather than a slow steady trend.
My attempts at doing this on my own haven't been great...either they find low volatility well, but can't distinguish between a trading range and a slow moving trend, or they can find a trading range, but only well after it is formed.
I suspect many people have tried to solve this problem, but has anyone discovered a good solution?
Thanks,
Garth
My attempts at doing this on my own haven't been great...either they find low volatility well, but can't distinguish between a trading range and a slow moving trend, or they can find a trading range, but only well after it is formed.
I suspect many people have tried to solve this problem, but has anyone discovered a good solution?
Thanks,
Garth