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Price Volatility Studies

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  • Price Volatility Studies

    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
    Garth
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