Hi BM and Community,

The question is what component shoud be introduced to the order logic to account for the volatility when the orders are placed?I`m not a programmer but some kind of the example of snippet may suffice.

Thanks

ATR ?

Or you want a ROC (rate of change) type of oscillator ?

What is the goal/idea?

rleplae 

ATR ? Or you want a ROC (rate of change) type of oscillator ? What is the goal/idea?

The goal is to get a %, a fraction of the x period ATR,for placing orders.