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Std Deviation has a value for a trending security. In other words the
upward slope of a security - even if it is a smooth increase is viewed
as volatility.
I think that ATR is a more accurate measure of the true volatility of
a stock. That is why you see it used in indicators that require a
measure of volatility - like a sell stop on a trade entry (usually
3*ATR(14), or the Chandelier exit used in ApplyStop.
--- In amibroker@xxxxxxxxxxxxxxx, "cstrader" <cstrader232@xxx> wrote:
>
> Sorry, but what's the difference? Is the annualized volatility of a
stock
> about the same as STDev(C, 200)?
>
> Thanks!
>
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