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Date/Time: Wed, 25 Jun 2025 17:29:46 +0000



Market noise measurement

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[2021-12-31 08:57:11]
Luchs - Posts: 23
Does anyone know of a built-in indicator on Sierra Chart where I can somehow measure market noise?

I have different strategies that sometimes work better with large market noise, and sometimes when the price moves very stringently. But it sometimes takes me too long to notice a change in conditions. That's where an indicator wouldn't be bad.

Elsewhere I have found the terms "Price Sensity" or also "Price Efficiency".

Can I find something like this in Sierra Chart as well?

Thanks a lot!
[2021-12-31 13:02:08]
Flawless Cowboy - Posts: 14
The only one I am aware of in Sierra is the KER study which is the Kaufman Efficiency Ratio. It can be found in the custom studies in the user contributed studies.
Date Time Of Last Edit: 2021-12-31 15:19:48
[2021-12-31 15:10:58]
Luchs - Posts: 23
That is exactly what I asked for. Thank you!

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