Denver Colorado/USA
Experience: Intermediate
Platform: SierraChart
Broker: AMP
Trading: ES
Posts: 116 since May 2017
Thanks Given: 132
Thanks Received: 145
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For a strategy of mine I have found an edge by using bollinger bands with a dynamic standard deviation. The standard deviation used in the BB calculation is dynamic by way of being a multiple of ATR (normalized). So, the std dev for every bollinger band calculation is going to be unique if the price has changed at all. I was experimenting with this and it improved my already optimized results (walk forward).
Since standard deviation is already a type of volatility indicator, is tying it to ATR overkill? Maybe it gives you some blend of the 2 methods that can measure volatility a little differently?
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