Markets oscillate from periods of low to high
and back. The author`s research indicates that after periods of
extremely low , tends to increase and price
may move sharply. This increase in tends to correlate
with the beginning of short- to intermediate-term moves in price.
They have found that we can identify which markets are about to make
such a move by measuring the and the application
of pattern recognition.
The indicator is calculating as the standard deviation of day-to-day
logarithmic closing price changes expressed as an annualized percentage.
Please, use it only for learning or paper trading. Do not for real trading.