I am using ATR (and $EVZ) to estimate recent volatility, in order to position my stop loss.
What period should I use for ATR?
I am aware many use 14...but I am wondering if there is a justification for a shorter number if my trades are rarely open for more than an hour, and I'm trading 15 minute bars.
I am experimenting with 10 right now, just wondering what others have tried.
