Here is a simple Amibroker AFL Code to Explore (Scan) in Amibroker to get a picture about the recent volatility and how the volatility in the market is behaving to get a perspective about the market.
How to set the TPO size? The most asked question among the market profile beginners. TPO (Time Price Opportunity) is the basic building block of market profile. Multiple TPO blocks jointly form profile structure (profile distribution).
Yet another ATR Volatility based Long only Trading System. ATR Volatility system a mechanical strategy for higher time-frames Written by Tudor Marcelin – Art Invest. Just modified the actual trading system to support trailing stoploss based rather than channel based trading system and added back testing functionality.