Quote:
Originally Posted by **babubabi** Hey, I am looking for an indicator/statistical tool which allows me to figure out how many "bigger price swings" happen per day. Even better would be to know the median time span of such a price swing. Are there any standard methods to calculate this?
I know this question is rather vague. However, I don't know yet what exactly I need. (I am trying to find a correlation.) Therefore, any tips which might be just remotely related to what I am asking for might be helpful! |
Welcome to T2W!
I like Keltner Channels, you would have to experiment with the settings but put very simply, 'Bigger price swings' would cross over the the outer lines. That's as much info as I can give you with what you've said so far. But please feel free to elaborate.
__________________ *"Well, what d'ya know? Here I am talking with some of the smartest people in the world and I didn't even notice..." Lt. Columbo* |