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Strategies & Market Trends : Befriend the Trend Trading -- Ignore unavailable to you. Want to Upgrade?

To: Dr. Stoxx who wrote (7136)	5/17/2000 10:39:00 PM
From: Dr. Stoxx	Read Replies (2) \| Respond to of 39683

Here is what I've come up with so far. It can be improved, and so I look forward to constructive criticisms: Trading Range Moving Average (TRMA) = [(20day high - 20day low)/20day high]/(5day high - 5day low) A value of >1 indicates an increase in volatility = good! A value of <1 indicates a decrease in volatility = warning! A value of 0.5 or less = stand aside. I'm not sure if 5 days is enough for our purposes. So I'm still experimenting. But it is a start. PS: this is about as sophisticated as I care to get mathematically... TC.