Forum: Commodities
November 15th, 2018, 04:36 AM
|
|
Replies: 10
Views: 4,178
You are correct, I was tired yesterday, and did...
You are correct, I was tired yesterday, and did not read the definition for ATR%.
Anyhow, the ATR% is not an obvious measure for relative volatility. The problem here is that different instruments...
|
|
Forum: Commodities
November 14th, 2018, 04:03 PM
|
|
Replies: 10
Views: 4,178
If you use simple backadjustment (adding or...
If you use simple backadjustment (adding or subtracting an offset to align prior months to the current month), this will not have any impact on average range or average true range. Absolute prices...
|
