Risk Disclosure

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View full risk disclosure.

Regression Channel Width Solver

The Regression Channel Width solver measures the regression channel width to see if it is at least Min Width.  This can be used to gather a sense of price movement volatility.

Parameters

Channel Parameters

Width Targets

Video Tutorial

This video is from our weekly Workshop on Sep 12th, 2012.
For more benefit please watch in full screen mode, as this video is recorded in HD.

Examples

Example 1: The Basics

This demonstrates the basic function of Regression Channel Width solver.  This Solver will be used to detect a channel width of at least 25 ticks, with an ideal width of 60 ticks.

  • Add the Regression Channel Width solver
  • Set Ideal Width to 60 Ticks
  • Set Minimum Width to 25 Ticks

The three charts below show the progression of the channel widening and the related Solver output value. Note in the middle chart that the channel width is about half way between 25 to 60 ticks and the output is almost 0.5.