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I know this is a broad and somewhat lazy question, but can someone give me a
gut-level intuitive feel for the difference in behavior between StDev,
StdError and ATR? What differences would you expect in their response to
changes in volatility? For instance, if you were interested in
volatility-based entries, exits, or stops, which of them would be the best
underlying metric to use, and why?
Dave Merrill
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