Hi Folks
Can anyone furnish me with *relatively* recent ATR numbers for a few of the major commodity futures markets? I'm looking at some position sizing algorithms which require ATR. Ball-park figures would suffice for my immediate purposes, but also let me know the averaging basis used (e.g. 10-day simple) if possible.
Even just a couple of these would help today:
ZC, ZW, ZO, ZR, ZS, KC, CC, JO, ON, CT, HE, LE, GF, GPB, BB, HO, NG, BRN
Many thanks, Robin.
Can anyone furnish me with *relatively* recent ATR numbers for a few of the major commodity futures markets? I'm looking at some position sizing algorithms which require ATR. Ball-park figures would suffice for my immediate purposes, but also let me know the averaging basis used (e.g. 10-day simple) if possible.
Even just a couple of these would help today:
ZC, ZW, ZO, ZR, ZS, KC, CC, JO, ON, CT, HE, LE, GF, GPB, BB, HO, NG, BRN
Many thanks, Robin.