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Does anyone know how to evaluate Volatility indicator? To evaluate
the performance for momentum indicator, I find no problem, because
there is a defined BUY and SELL signals for each indicator, but
there is no BUY and SELL signal for volatility indicators, such as
Average True Range
Bollinger Bands
Commodity Channel Index
Moving Average (Variable)
ODDS Probability Cones
Relative Volatility Index
Standard Deviation
Standard Error Bands
Volatility, Chalkin's
Does anyone have any idea?
Thank you
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