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Looking at daily charts is clear how range,volatility decrease during
strong trends.
Any idea on how to profit from this ?
This is my attempt,clearly over-optimized ,on nasdaq daily.
mariot
{**********************************************}
Input:avgrng(4),avgavgrng(7),CHAN(14);
Value1= iff(h-l<>0,average(high,avgrng)-average(low,avgrng),1);
Value2=average(value1,avgavgrng);
IF Value1<Value2 Then begin
Buy highest(high,chan)stop;
Sell lowest(low,chan)stop;
end;
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