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SAPC = Sum of Absolute Price ChangeThis indicator is referenced to page 796 and following of the book "New Trading Systems and Methods" by J. Perry Kaufman
The volatility is calculated as the sum of the absolute price change inside the reference period.
In the image you can see the difference between this indicator, the ATR and the Standard Deviation : it meets better the strong variations of volatility and is more "flat" if the volatility decreases.
Default parameters :SAPC_Period = 8
The use is recommended for volatility determination.
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