TheGreedyPig Average Daily Range Indicator calculates 5, 10, 20 days and shows them on the chart. I found this on a Forum, updated, modified the Indicator I found.
At least in the back tester (the only place where I tested the indicator), the ADR indicator failed. It gave way to large a range, way outside of any possible trading range.
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Average Daily Range:
Author: TheGreedy Pig