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...or incorporate a low ADX reading into your scan
Jason
Eugene <eugenecpinto@xxxxxxxxxxx> wrote:
--- In amibroker@xxxxxxxxxxxxxxx, "traderix2003" <d.adam@xxxx> wrote: > Hi, > > I would like to scan for futures that have an extreme low > volatility,when the bollinger bands are very narrow ("the squeeze"). > The formula for scanning could refer to the BB width indicator: > > b = (BBandTop(C,20,2)-BBandBot(C,20,2))/MA(C,20); > Plot(b,"Band Width",5,5); > GraphXSpace=5; > > Or any better idea?? > > Thxs for your help > > Daniel
An easier way would be to calculate the standard deviation. I have found that when standard deviation is less than a 1% of Close....you have consolidation
Hope that helps
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