Volatility for differing times and instruments - Traders Hideout | futures io social day trading
futures io futures trading


Volatility for differing times and instruments
Updated: Views / Replies:989 / 6
Created: by bluemele Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Closed Thread
 
Thread Tools Search this Thread
 

Volatility for differing times and instruments

  #1 (permalink)
Elite Member
Honolulu, Hawaii
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: ATC/TT, AMP/Zen-Fire, AMP/CQG
Favorite Futures: TF
 
bluemele's Avatar
 
Posts: 2,547 since Jun 2010
Thanks: 3,806 given, 2,826 received

Volatility for differing times and instruments

Does anyone know a simple way to test ATR during a certain time period?

For instance, I would like to know the highest volatility over a certain time frame for a specific instrument.

 
  #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.

 
  #3 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,223 received



bluemele View Post
Does anyone know a simple way to test ATR during a certain time period?

For instance, I would like to know the highest volatility over a certain time frame for a specific instrument.

Create a new chart with the session period you want to test against, set the historical period to the lookback period you want, and put an ATR indicator on the chart.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

 
  #4 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,652 since Mar 2010
Thanks: 4,226 given, 25,601 received
Forum Reputation: Legendary

Answer
This post has been selected as an answer to the original posters question Answer


bluemele View Post
Does anyone know a simple way to test ATR during a certain time period?

For instance, I would like to know the highest volatility over a certain time frame for a specific instrument.


I have created two indicators that calculate average range and average volume for each bar over the last n weeks. The result is displayed as a specific profile for each day of the week.

For example, if you have a 30 minutes chart of ES and look at the opening period between 8:30 amd 9:00 AM CT for yesterday (Friday January 21), the indicators will display the average volume and average range of the last 20 Fridays for this bar. You can increase the lookback period, which will make the indicator use a little bit more time to perform the calculations. The indicator should correctly address daylight savings times issues for instruments traded in all timezones.

The indicators can be downloaded here:

https://futures.io/free_downloads/ninjatrader-7/indicators/619-download.html?view

There is a thread that describes the indicators here:

https://futures.io/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

The following 6 users say Thank You to Fat Tails for this post:
 
  #5 (permalink)
Elite Member
Honolulu, Hawaii
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: ATC/TT, AMP/Zen-Fire, AMP/CQG
Favorite Futures: TF
 
bluemele's Avatar
 
Posts: 2,547 since Jun 2010
Thanks: 3,806 given, 2,826 received

Mike, Fat Tails,

Thanks! The indicator is perfect! I remember seeing something but there are so many indicators and possibilities! haha...

Thank you thank you thank you!


 
  #6 (permalink)
Elite Member
Pt Vala
 
Futures Experience: Advanced
Platform: Proprietary
Favorite Futures: CL, EUR, DAX
 
Posts: 58 since Apr 2010
Thanks: 12 given, 30 received


bluemele View Post
I would like to know the highest volatility over a certain time frame for a specific instrument.

Do you have an idea about a trading approach using this information?

 
  #7 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,223 received

To prevent a split topic, please post any follow-ups here:

https://futures.io/elite-circle/5242-intraday-seasonality-when-trade-when-not-trade.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.


Closed Thread



futures io > > > Volatility for differing times and instruments

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Overlaying 2 instruments on same panel? hector24 NinjaTrader 8 August 21st, 2012 03:58 AM
Custom Instruments sysot1t Investor/RT 5 June 14th, 2011 04:49 PM
How many instruments do you trade shzhning Traders Hideout 8 January 20th, 2011 01:31 AM
Volatility filtered trading times ZTR Elite Automated Trading 10 September 26th, 2010 11:20 AM
Favorite Instruments tderrick Traders Hideout 3 September 26th, 2010 05:13 AM


All times are GMT -4. The time now is 06:51 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.11 seconds with 31 queries on phoenix via your IP 54.90.92.204