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> If you chose an arbitrary 1-day (or 1-bar, if you're not using daily
> data) move as your standard, I agree that would be very arbitrary and
> would make the whole measurement questionable.
I think we are creating a problem where none exists. Don't think in
terms of bars or time but rather samples. The smallest unit of measure
is one sample so that's the base for any calculation such as standard
deviation which is based on multiple samples. If you want to look at
time periods other than daily, just change the bar interval.... weekly,
5 minutes, 10 ticks, whatever. The base unit for any calcs is still one
sample.
--
Dennis
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