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NinjaTrader
Avoiding choppy market
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Another idea I got from watching at the charts:
1) take 50 or 100 bars back from current bar.
2) Get the value of maximum high and minimum low.
3) Compare range to ATR or play around with strategy analyzer to get the sweet spot of settings, be it dollar/tick value or ATR
Idea is if it's choppy, price over last 50 or 100 bars would move sideways in channel, back and forth, so the range from minimum low to maximum high would shrink.
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