StockFetcher Forums · Filter Exchange · Average Price Expansion Volatility Measurement<< >>Post Follow-up
radovan.arendas
41 posts
msg #47913
Ignore radovan.arendas
11/11/2006 8:08:58 AM

Hi all,
I want to ask if you have any idea how to measure average volatility during price expansions.

What I mean with this:
There are times when price is in congestion area and times when the price is rapidly moving. See e.g.HOT - Congestion area: 26-Sep to 3-Oct and than expansion till 6-Oct or see LCC - Congestion area: 20-Jul to 26-Jul and than expansion till 2-Aug.

What I would like:
To measure volatility just in the area when the price is rapidly moving.

Why:
To prioritize stocks shown by filter.

How I'm doing it now:
Manually... I run my filter, look at the charts and calculate average price gain/loss during last 3-4 volatility expansions.

Encountered difficulties:
- besides manual calculation only time bounds (when starts and ends congestion area and expansion area) I would define start of congestion area as 1st day when the volatility decreases and it ends when volatility increases. Easy to see from charts but difficult to define for computer (at least difficult for me).

Any idea how to automate calculation of these averages?
Any experience trading break of congestion areas?

Best regards
r.


StockFetcher Forums · Filter Exchange · Average Price Expansion Volatility Measurement<< >>Post Follow-up

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