The (2) increases sensitivity so it should make this supposed divergence easier to see but I assure you a 14 day value would show the same.
BTW, The ADX is an indicator that DOES show range (I looked it up)...
"True Range is defined as the largest of the following:
The distance from today's high to today's low.
The distance from yesterday's close to today's high.
The distance from yesterday's close to today's low. "
According to this, it may be affected by a fat-finger trade but remember also that the ADX only measures "strength" of the trend.
Accordingly, regardless of range, trades etc... It displays the true "strength".
In other words, if there is 5 trades down and 1 trade up (fat finger), The ADX would still display the "Strength" of these values in a whole which makes the One trade up (fat finger) have a minimal affect.
This is a very tricky subject with many factors depending on the indicator that you are speaking of.
The ADX Does consider range but indicators that go by current/ and or / closing prices are Not affected by fat fingers.
Also, some indicators that do consider range, like the adx, are using averages from many trades and from many days and the affect that a fat-finger will have on an indicator is dependant on how the indicator is built.
I guess the moral of the story is it would be prudent to understand how and why these indicators are built.
This is a conversation that has many variances and factors and I think we may both be right here.
For the record: Fat-fingers do not have much affect on my trading strategies but this could have much to do with my habits and the indicators I use.
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