Your results seem correct to me, even though I'm a bit disappointed at the actual number (I was hoping for 0.8 or 0.9, not 0.6), and the code looks good. I'm meaning to run it for myself, but didn't have the time to do so, I should get on it shortly.
I still of the opinion that a >0.6 ATR means you're fucked anyway (where processing all those fds can't be done as fast as data arrives), but I'm trying to come up with a good small test for that hypothesis (like you did).
Until I do, it's just an opinion/hypothesis, and it's kind of hard to argue about it strongly either way.
I still of the opinion that a >0.6 ATR means you're fucked anyway (where processing all those fds can't be done as fast as data arrives), but I'm trying to come up with a good small test for that hypothesis (like you did).
Until I do, it's just an opinion/hypothesis, and it's kind of hard to argue about it strongly either way.