Great breakdown of volatility filters, I really enjoyed how you laid out the practical uses of each one. In your experience, which of these filters tends to add the most edge when markets shift rapidly between low and high volatility regimes?
Oh nice, I’ve been using ATR a bit but still working on handling sudden volatility spikes. Read that some traders combine Bollinger Bands with a moving average-based volatility filter since it reacts differently than ATR and can smooth out false signals.
Have you ever tried something like that or found it adds any value?
Molto interessante ed efficace ! Grazie
You are welcome!
Great breakdown of volatility filters, I really enjoyed how you laid out the practical uses of each one. In your experience, which of these filters tends to add the most edge when markets shift rapidly between low and high volatility regimes?
I think they all can work well, it’s mostly a question of which one you personally prefer.
I use the ATR, Bollinger and Standard Deviation the most.
Oh nice, I’ve been using ATR a bit but still working on handling sudden volatility spikes. Read that some traders combine Bollinger Bands with a moving average-based volatility filter since it reacts differently than ATR and can smooth out false signals.
Have you ever tried something like that or found it adds any value?
Not yet!