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Oh yes I saw that one, and I think you covered off my question very well. Sorry I omitted to leave a comment, consider that a sign of job well done! Edit: I realised your post is still less than 6 days and put my reply there. My thought's are perhaps running some previous price movements through ATR using the excel formula you linked to.

I was up to my eyeballs in stats on the weekend! It’s still a work in progress 😂

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