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interday price difference
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interday price difference

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Just starting out...
Colombo
 
Futures Experience: None
Platform: other
 
Posts: 3 since May 2010
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interday price difference

Hi,

I'm designing a trade system, and my entry criteria is a volatility breakout. my question is what to do if difference between yesterday's closing price and today's opening price is higher than my breakout criterion. Which is an exponential Average True Range of 5 days

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