I propose a new formula for the volatility indicator - page 2
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I propose the formula that most adequately reflects the value of the required value among all those provided here)
Volatility=High[i] - Low[i];
)))
I propose the formula that most adequately reflects the value of the required value among all those provided here)
Volatility=High[i] - Low[i];
)))
Then no twos at all.
Hard to argue with women.... I think I'll be off now.
Yes, no need to argue)) To be honest, I don't like all these absolute values.
The best volatility I know is H-volatility.
If you translate it into bars very roughly and from afar - then in a local variant it is the ratio of a continuous unidirectional movement to the average size of one bar overlapping another in this movement.
With a deuce. This is the length of the minimum zigzag passing through all key points
Yes, no need to argue)) To be honest, I don't like all these absolute values.
The best volatility I know is H-volatility.
If you translate it into bars very roughly and from afar - in the local version - it is the ratio of a continuous unidirectional movement to the average size of one bar overlapping another in this movement.
When the closing price is equal to the opening price, but not equal to the high and low of the price on that bar, MathAbs will not help. There will be a negative value
Sorry, had to get out suddenly!
I didn't make it complicated with all the cases. Just limit with MathMax(Formula,0) and that's it. I don't think anyone would dare enter a market full of studs.
Thanks for your attention and I will now reply to others I haven't read yet!
Yes, no need to argue)) To be honest, I don't like all these absolute values.
The best volatility I know is H-volatility.
If you translate it into bars very roughly and from afar - in the local version - it is the ratio of a continuous unidirectional movement to the average size of one bar overlapping another in this movement.
(H - L)-volatility is dangerous with studs, while the predominance (Open - Close) gives a useful movement.
(H - L)-volatility is dangerous with studs, while the preponderance (Oren -Close) gives a useful movement.
H-L and H-volatility are totally different things.
But for H-L yes, studs are dangerous.)) You could then take the difference of the neighbouring bar-weighted averages.
I agree. Then if (to be fair) you take the length of the maximum and minimum zigzag, add and divide in half, you get Lizaveta's formula. To the nearest multiplier (=2).