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Date/Time: Wed, 25 Jun 2025 17:58:45 +0000



Post From: Market noise measurement

[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!