Volatility Code Help

["Monte C. Smith" <mcs@xxxxxxxxxxx>]

 A friend writes:

 I'm trying to write code for a volatility filter which will work for a
portfolio of futures. For
example:  the following is the 10 day average true range as of close
1/12/01:  Natural gas = 0.661 or $6,610, corn = 3.69 or $184.50, crude
oil = 1.05
or $1,050,  japanese yen = 0.0073 or $912.50 and ten year notes = 0.7694
or $769.40. The concept is to trade within a range of volatility, if the
volatility is too high or low, the system will not trade. The problem is
bringing the code to a single standard.  Any help with this is greatly
appreciated.

Thanks,
Monte