Re: Choppy/Trendy study using Net Move Index

[Christian Holzner <ch-omega@xxxxxxx>]

> Robert Barnes's book "Trading in Choppy Markets" suggests
> using an indicator called Net Move Index to discern whether
> trendy or choppy conditions prevail.
> .....

Mark,

you gave the formula 'NMI = Abs(Close - Close[K days ago]) / ATR' in 
your excel sheet.

I am wondering what the lookback for the ATR was? Same as the lookback 
for the momentum (K days ago)?

Regards,
Christian