Ah cool, thanks for pointing that out. I like using the ATR method as suggested by Du Plessis in his literature but I prefer an EMA of the true range rather than Wilders — which over 21 days gets a rounded box of 0.01. Going half true range works as well and that would be your 0.005. Cheers.
Ah cool, thanks for pointing that out. I like using the ATR...
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