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Lentz Volatility
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65222
Forum: 48 · Topic 65222 · 1 post(s)
Lentz Volatility
Alexander.Gettinger · Sat Oct 28, 2017 9:22 am
That is the m-period moving average of the ATR over n-period minus the ATR over n-period. LVI = MA [ATR(n), m] - ATR(n)
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