Std Deviation has a value for a trending security. In other words the upward slope of a security - even if it is a smooth increase is viewed as volatility.
I think that ATR is a more accurate measure of the true volatility of a stock. That is why you see it used in indicators that require a measure of volatility - like a sell stop on a trade entry (usually 3*ATR(14), or the Chandelier exit used in ApplyStop. --- In [email protected], "cstrader" <[EMAIL PROTECTED]> wrote: > > Sorry, but what's the difference? Is the annualized volatility of a stock > about the same as STDev(C, 200)? > > Thanks! >
