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In a message dated 98-02-13 19:25:47 EST, tropinc@xxxxxxxx writes:
<< Robert Barnes published a volatility index called "Directional Relative
Volatility" in his book Trading Choppy Markets, Richard D. Irwin
Publishers, 1997. This is the "choppiness index" I think you're looking
for. >>
If anyone has coded this into TS, I would like to see it. Also any views on
how to use or apply it? Thanks.
Lynn
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