Boston, MA
Experience: Advanced
Platform: NinjaTrader
Broker: Rithmic/IQFeed
Trading: ES, ZB, GC, 6E, CL
Posts: 69 since Feb 2015
Thanks Given: 133
Thanks Received: 13
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With the intent of trading only at times of maximum volatility, I'd like to objectively document and grade which periods of each day during the week are historically the most volatile (i.e. Median number of expected tick excursion per 15, 30, or 60 minutes). Does anyone have a suggestion for an out of the box Excel template/data source/setup for this purpose?
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