rrochon13 10 posts msg #47477 - Ignore rrochon13 |
10/14/2006 9:34:01 PM
When trading options volatility is very important. Experienced traders use volatility to get the best price on the option they are trading. Low Volatility if they are buying, and high volatility if selling. Since SF does not yet have a filter to track Volatility is there an indicator that would give a close approximation?
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stocktrader 294 posts msg #47478 - Ignore stocktrader |
10/14/2006 10:59:11 PM
Try this:
http://www.stockfetcher.com/stockdb/fetcher?p=ftsbuild
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contrahawk 68 posts msg #47479 - Ignore contrahawk |
10/15/2006 12:19:06 AM
Would Average True Range help at all? How about making your own: Day Change/Closing Price -- would that help?
Jim
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traderblues 195 posts msg #47483 - Ignore traderblues |
10/15/2006 8:19:42 AM
contrahawk,
Yes, I use my own variable: (atr(20)/close) to measure volatility.
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rrochon13 10 posts msg #47489 - Ignore rrochon13 |
10/15/2006 9:09:10 PM
Stockfetcher:
This doesn't help, because when it asks for indicator there is no indicator that says volatility to choose.
Hope I didn't misunderstand your suggestion.
Dick
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stocktrader 294 posts msg #47501 - Ignore stocktrader |
10/16/2006 6:49:58 PM
I'll assume that was directed at me rather than StockFetcher.
In addition to the excellent advise others have given, I'll give it another shot.
Chaikin's Volatility
Relative Volatility Index
Or, build you own Volatility indicator. I personally like the one TRO created that counts the number of % gain days over a period of time.
Good luck.
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