Wilder's Volatility Index/system

[Jim Johnson <jejohn@xxxxxxxxxxx>]

Hello Omegam List,

I've been watching this on my charts lately but unable to find much
info on it except in Wilder's original "New Concepts..." book.  In
short his system would go long when the market was 2-3 average true
range units above the lowest low of the last 20 or so bars.  reverse
for short.  it was originally set forth as an SAR system. seems to be
similar in effect to  20 bar breakout and comes quite close to
mimicing cross of the 20 bar EMA.

anybody have any experience with it, references, articles, adaptations
etc.?

thanks.

  

-- 
Best regards,
 Jim Johnson                         mailto:jejohn@xxxxxxxxxxx