RE: [EquisMetaStock Group] Hi-Lo Volatility?

[Gordon Sutherland <gosuth@xxxxxxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>Harold,
<FONT face=Arial color=#0000ff 
size=2> 
Have 
you thought about using Bollinger Bands and look for "squeezes" by applying 
something like John Bollinger's %b and Bandwidth. Have a quick nose around John 
Bollinger's web site <A 
href="">www.bollingerbands.com and you will 
find the low-down and formulae ie:
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Bandwidth      <FONT 
color=#ff0000>(BBandTop(C,20,S,2) - BBandBot(C,20,S,2)) * 100 / 
Mov(C,20,S)
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Bandwidth tells you where the Data Array lies in relationship to the 
Bollinger Bands as an easy visual indicator that you can use for Explorations 
also.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>%b               <FONT 
color=#ff0000> (C - BBandBot(C,20,S,2)) * 100/ (BBandTop(C,20,S,2) - 
BBandBot(C,20,S,2));0;100
<FONT face=Arial color=#0000ff 
size=2> 
%b 
tell you the relative tightness of the bands (thus the volatility) and can again 
be plotted or used in Explorations or System Tests.
<FONT face=Arial color=#0000ff 
size=2> 
For 
shorter term trading you might find using something like 10SMA and 1.6 Std Devs. 
worth a look.
 
<FONT face="Kunstler Script" color=#008000 
size=5>Regards,
<FONT face="Kunstler Script" color=#008000 
size=5> 
Gordon 
Sutherland

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: hcour 
  [mailto:no_reply@xxxxxxxxxxxxxxx] Sent: Saturday, 14 February 2004 
  12:33 p.m.To: equismetastock@xxxxxxxxxxxxxxxSubject: 
  [EquisMetaStock Group] Hi-Lo Volatility?Ok, I know 
  you can use something like Historical Volatility and/or ATR to find high 
  volatility and low volatility stocks, but how about an exploration that 
  finds normally highly volatile stocks that are presently experiencing low 
  volatility? I checked the Guppy site but I didn't see anything like it. 
  Has anybody played around w/such a formula for finding swing trading 
  setups?Thanks,Harold







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