Average range ignoring large trends

Hi everyone, I'm not entirely sure how to explain this but here goes. I'd like to compare assets based on their volatility. I've been looking at ATR however this seems to be affected by large trends. In other words if an assets trends up by quite a lot in comparison to its norm, as btc has done this week, it signals a high ATR. What I'm after is a way to ignore those larger trends. So for example over a period of a day on a 1m chart what's the average that the price moves higher or lower than the average 1m price. Does that make sense? Any guidance would be greatly appreciated, thank you.

Submitted November 08, 2020 at 08:28PM by paulbappoo
via https://ift.tt/32qkSaQ

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