Here is a list of 14 ways I define it.
1. based on past high-low vs multiples of ATR
2. based on the position of current close vs past high-low
3. based on change of price moving average
4. based on standard deviation of closing prices vs. percent of closing price
5. based on slope of linear regression
6. based on change of ATR
7. based on ATR vs percent of closing price
8. based on sign of average returns
9. based on average of abs(return) vs percent of closing price
10. based on standard deviation of returns vs percent of closing price
Install