irdoj75

Helly Efficiency Ratio

It is a variation of the Grimes Efficiency Ratio by Adam H. Grimes explained here:
adamhgrimes.com/a-ne...es-efficiency-ratio/
Instead of calculating and then averaging the Donchian Channel Position I use the Keltner channel position, i.e. the HER gives you the average Keltner channel position over the last x days (Keltner channels +/-2.3 ATR20 on EMA20)

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