Forum: NinjaTrader
July 30th, 2018, 02:06 PM
|
|
Replies: 13
Views: 4,936
The main differences between amaATR and the...
The main differences between amaATR and the default indicator ATR that ships with NinjaTrader are:
- amaATR may also be applied to input series other than price
- it comes with different options...
|
|
Forum: NinjaTrader
May 9th, 2018, 11:06 AM
|
|
Replies: 13
Views: 4,936
Measuring Volatility
There is a statistical definition of volatility which is typically annualized.
To obtain the historical daily volatility you would calculate the standard deviation on daily logarithmic returns...
|
|
Forum: NinjaTrader
May 9th, 2018, 10:14 AM
|
|
Replies: 13
Views: 4,936
Z-score
I have now posted the Z-score for NinjaTrader 8 in the download section.
https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1967
However, the z-score does not give you an...
|
