V.13:09 (377): SIDEBAR: Calculating noise level

V.13:09 (377): SIDEBAR: Calculating noise level
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Some of the other methods I use to calculate noise level (NL) are: ...

where P is the averaging period for the daily range; the article's Figure 3 is a plot of ADR j .

Another method uses the average daily range and three standard deviations of the daily range: ...

The next method uses the length of the price path data file (ADR j ), the lookback period (P ) and the length of the original pricing data file (M ): ...

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