A high-volatility price bar, i.e., one whose range is much greater than the preceding price bars (or alternately, one with a range much greater than the average range over an N-day period).
Quantified Stock Market Trading Strategies & Systems
A high-volatility price bar, i.e., one whose range is much greater than the preceding price bars (or alternately, one with a range much greater than the average range over an N-day period).
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