The indicator does not show the true volatility of the instrument, at the moments of its strong acceleration or deceleration.
For example, after a strong increase in the volatility of an instrument, with smoothing enabled, the indicator value lags a lot and shows high values, while in fact the volatility has returned to its previous values.
A statistically sharp acceleration or deceleration in volatility ends as quickly as it began.
Due to the problem of data lag, the value of the ATP indicator value information is greatly reduced. The more we increase the smoothing period, the more the indicator value will lag.
For example, after a strong increase in the volatility of an instrument, with smoothing enabled, the indicator value lags a lot and shows high values, while in fact the volatility has returned to its previous values.
A statistically sharp acceleration or deceleration in volatility ends as quickly as it began.
Due to the problem of data lag, the value of the ATP indicator value information is greatly reduced. The more we increase the smoothing period, the more the indicator value will lag.
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