Toby Crabel's narrow range with historical volatility
1. Find bar with the smallest narrow range for a chosen period. Use hvol for filter.
2. Place stop-order for long position at previous high and stop-order for short at previous low to catch breakout in any direction.
3. Take profit on the next bar.
2. Place stop-order for long position at previous high and stop-order for short at previous low to catch breakout in any direction.
3. Take profit on the next bar.