Looking for a volatility indicator

[Realiori9999]

Hi, does anyone know a volatility indicator that gives me the ratio of the current bar’s range to a window of previous bars?

Many thanks,

Wei

[NinjaTrader_PaulH]

Hello Realiori9999,

Thank-you for posting.

I am not aware of any indicator that meets your needs.

I will leave the post open for others to comment.

[koganam]

Hi, does anyone know a volatility indicator that gives me the ratio of the current bar’s range to a window of previous bars?

Many thanks,

Wei

What you have described sounds like the Kaufman Efficiency Ratio, but you will have to better define your terms. What exactly do you mean by "window of previous bars"? The highest to lowest value in the range? The sum of the range of the bars in the range?