interday price difference

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Updated May 6, 2010

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interday price difference

Mononoke · 2010-05-06T00:47:44-04:00

Hi, I'm designing a trade system, and my entry criteria is a volatility breakout. my question is what to do if difference between yesterday's closing price and today's opening price is higher than my breakout criterion. Which is an exponential Average True Range of 5 days

May 6th, 2010, 12:47 AM	#1 (permalink)
Mononoke Colombo Posts: 3 since May 2010 Thanks Given: 0 Thanks Received: 0	Hi, I'm designing a trade system, and my entry criteria is a volatility breakout. my question is what to do if difference between yesterday's closing price and today's opening price is higher than my breakout criterion. Which is an exponential Average True Range of 5 days