ATR Volatility Indexing

["Walter Lake" <wlake@xxxxxxxxx>]

Thomas Stridsman's latest Futures Mag article discusses a standard deviation
based Dynamic Breakout System (DBS) and an Average True Range based DBS,
with an RSI based "switch" to move from one system to the other system
according to "up volatility" Vs "down volatility".

Does anyone have any experience or information about ATR volatility
indexing. Etzkorn briefly mentions it in his latest book also. Chande and
Kroll instead refer to volatility indexing using standard deviation, CMO and
R-squared.

Also, does anyone have any information on indexed ("adaptive") over-bought
and over-sold lines used with "adaptive" Oscillators.

Thanks

Walter Lake