I propose a new formula for the volatility indicator - page 7

 
What's wrong with that. Volatility is stationary. Well, or almost. Pseudo will do, too.
If someone doesn't know how to take advantage of a girl's plight, that's their ethical problem. I don't have any moral inhibitions.
 

Sorry to disturb you all! As they say, it is better in the morning, so my grey matter works more fruitfully during sleep. Did without the indicator and formulas. I just switched from new bars to all ticks recently and one entry condition was left on Open, which slowed the opening. Changed it to Close and everything fell into place. Good mood everyone!

 
TheXpert:

How is it different?

Normalized ATR is like a guinea pig :)

It's not just atr, it's

0-ATR, 1-Volume, 2-TrueRange, 3-TrueRange Volume, 4-Log, 5-stdDev

The most interesting is the combination of the improved ATR formula, I call it TrueRange with volatility by volume. This allows you to see the surge in market activity in time before the train leaves. Otherwise I would have to analyse both values.


ATRNorm is just a name that doesn't say much.

 
borilunad:


By the way, you didn't open brackets correctly: MathAbs(Open[i] - Close[i]) - (MathAbs(High[i] - Low[i]) - MathAbs(Open[i] - Close[i]) = (MathAbs(High[i] - Low[i])

And the correct way is:

MathAbs(Open[i] - Close[i]) - (MathAbs(High[i] - Low[i]) - MathAbs(Open[i] - Close[i]) = MathAbs(Open[i] - Close[i])*2 - (MathAbs(High[i] - Low[i]);

And then added, excluding negative result:

I'm not convinced by your indicator, I reach the same and more reliably by time limitation. And we need a filter that is responsive to any TF.

I opened the brackets exactly as you wrote - it looks like you just forgot to add them when you wrote that post.
 
borilunad:


Every movement has inertia. The stronger the movement, the more reliable the entry.

Or are you waiting for things to calm down, put pauses on both sides, and then what?

Personally, I think it's more important for us to predict volatility growth (i.e. to know that a sharp movement is coming), but it's derivatives that allow us to be ahead by a few bars. A kind of macdi on volatility.
 
excelf:
I opened the brackets exactly as you wrote - it looks like you just forgot to add them when you wrote that post.

You wrote it correctly, but as a result, you didn't replace the 2 minuses with pluses when you opened the brackets, so you got a ridiculous result. That's all right, because only he who does nothing is wrong. :)
 
excelf:
Personally, I think it's more important for us to predict volatility growth (i.e. to know that a sharp move is coming), namely derivatives - this will allow us to be ahead by a few bars. A sort of macdi on valutility.

You're right! I enter in times of rising volatility when it has reached a sufficient level. But no one is immune to a pullback, and overshooting is inevitable. Optimisation helps, but especially practice on Real. Experience and Statistics are very important!
 
borilunad:

You wrote correctly, but as a result, you didn't replace the 2 minuses with pluses when you opened the brackets, so you got a ridiculous result. That's all right, because only he who does nothing is not wrong. :)
I'm really dumb.
 
Roman.:
OK! :-)
 
jelizavettka:

You made me blush... :-)

It's not time yet...

Reason: