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How do I find volatile futures to day trade
 Updated: December 28th, 2017 (01:47 AM) Views / Replies: 2,242 / 6 Created: December 18th, 2017 (11:29 PM) by Jayboii478 Attachments: 0

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# How do I find volatile futures to day trade

 December 18th, 2017, 11:29 PM #1 (permalink) Boston Massachusetts USA     Posts: 11 since Dec 2017 Thanks: 0 given, 0 received How do I find volatile futures to day trade How do I find the volatile futures to day trade? Thanks!

 December 18th, 2017, 11:29 PM #2 (permalink) Quick Summary Quick Summary Post Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 December 19th, 2017, 09:59 AM #3 (permalink) Elite Member charlotte nc   Trading Experience: Master Platform: ninjatrader Broker/Data: NinjaTrader Favorite Futures: Emini (ES, YM, NQ, ect.)   Posts: 379 since Jan 2015 Thanks: 69 given, 919 received One Easy approach There are a number of ways to to this. https://www.investopedia.com/articles/basics/09/simplified-measuring-interpreting-volatility.asp For me, I typically use a tool like NinjaTrader and for a given instrument on a given day, do the following: 1. Pick a time frame: (1 Minute, 500 ticks, 5 minutes, etc). And get an output of the data for the entire day. 2. For each bar representing your time series from step 1, take the high - low to calculate the range of movement. 3. Take simple moving average such as 10 period, 20 periods, etc, and average out the range of movement calculated in step 2. This will give you a basic moving average of the range for each bar. Alternatively, if you want to get more of a macro view of movement you can take the max (High) over the last N number of bars and the Min (Low) over the last N number of bars, to see the largest movement over N time. These two approaches will give you a solid insight of how much movement there is available to traders on a given instrument. 4. For each instrument you are analyzing you will need to multiply this average movement * the dollar value translation. For example in the ES 1 tick = 12.50 USD. So if you have a High - Low per bar average over 20 bars of 10 ticks, then you get 10 ticks * 12.50 USD = average volatility per bar. Or if you use the second method to get a max volatility per time period, you would see more of a macro view of the total range of movement for the time period. Doing this exercise you can observer how much volatility there is per instrument. Pretty easy to benchmark and compare things using this approach, since they will all have different levels of movement and different tick / point =dollar values. Happy Trading! Ian

Thailand

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CL 5 min chart has opportunities virtually every day.

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 December 19th, 2017, 10:34 AM #5 (permalink) Elite Member Slovakia   Trading Experience: Intermediate Platform: Ninjatrader 8 Broker/Data: Interactive Brokers Favorite Futures: K200M   Posts: 166 since Aug 2009 Thanks: 63 given, 86 received I use anaVolatilityBandsV38. i set 1.ADR fox X days and 2.ADR for X days and i see (AverageDailyRange). For me Mini Kospi 200 futures and Kosdaq 150 futures has a good volatility. Last edited by Obelixtrader; December 19th, 2017 at 10:46 AM.

Montreal

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Jayboii478
 How do I find the volatile futures to day trade? Thanks!

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 December 28th, 2017, 01:47 AM #7 (permalink) quintana roo, méxico     Posts: 78 since Mar 2013 Thanks: 222 given, 38 received the instruments with the largest daily volatility are cme's rb, ng, ho and cl contracts. the best measure of volatility you can have would be to take a 250 period or longer average (250 market days per year) of (the high of the session minus the low of the session) divided by yesterday's close. it is also helpful to know their monetary value for each instrument, and to derive that number you would average the product of (high of the session minus the low of the session) multiplied by the value for each point.

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