STTrading weekend thread 20th and 21st July 2024, page-24

Those settings can be much shorter or much longer depending on the stock or the time frame. It's all very subjective so far. The above example ROC is 15 minutes. Std is approx 8.3 hours (100x5). 5m chart. Very much a work in progress. I like keeping the std look back short because of the way you can see the overall vol expanding and contracting. Longer look backs maybe more appropriate for vol spike signals.