Low Volatility Stocks

@Chandragupta Thank you; very useful feedback.

I like the idea of 1 year ATR instead of 14 day. Also, the suggestion on how to convert TR to %. Here, I have a doubt. Should the calculation for % be on the previous closing price or current day’s closing price? Any reason why it should be on the previous closing price?

Any idea on how we can integrate mathematically the 2nd layer of filtering, ie closeness to 52w high or any other price action that shows momentum?