Pages:
Actions
  • #1 by cybernet69 on 15 Dec 2018
  • Hi,

    How would one go about building a trigger to show Market Standard Deviation ?

    Thanks,
  • #2 by mcbee on 15 Dec 2018
  • hi
    here is the calculation that I have found
    Sum
     
    The total of all data values.
     (x1 + x2 + x3 + ... + xn)
     
    Count (n)
     
    The total number of data values in a data set.
     
    Mean
     
    The sum of all of the data divided by the count; the average;
     mean = sum / n.
     
    Standard Deviation (s)
     
    The square root of the variance;
     2√variance or variance = s2
     
    Variance
     
    The sum of the squared differences between each data value and the mean, divided by the count (n) - 1;
     [ (x1 - mean)2 + (x2 - mean)2 + (x3 - mean)2 + ... + (xn - mean)2 ] / [n - 1]
     
    Sum of Squares
     
    The sum of the squared differences between data values and the mean;
     [ (x1 - mean)2 + (x2 - mean)2 + (x3 - mean)2 + ... + (xn - mean)2 ]
     
    Frequency
     
    The number of occurrences for each data value in the data set.

    but not sure what you want to do

    mcbee
  • #3 by cybernet69 on 15 Dec 2018
  • Hi,

    I was trying to see a way of working out how volatile a market is from say 0 to 100 for swing trading.

    So, if > 75 then market is very volatile and good for BTL or LTB on the Fav etc

    Thanks,
  • #4 by mcbee on 16 Dec 2018
  • hi
    to me the deviation is a calculation for shares and the like , as the shares have constant price changes up and down.
    the betting market volume only increase and never decrease , also you would have to monitor ALL markets BUT the volume only increase a good amount in the last 10 to 15 minutes , so any market been monitored with hours till the start time would have a lot less volume so it would give an incorrect deviation figure.

    mcbee
  • #5 by MarkV on 16 Dec 2018
  • Hi
    have you had a play with the two charting trend variables; vol_trend and lt_trend, and their respective smoothing factor?
    although they are not by any means the same as standard deviation, you can use these as volatility indicators.
    for example, if lt_trend is consistently less than zero, its a good indicator of a steamer


     
  • #6 by mcbee on 16 Dec 2018
  • hi
    thank you mark.
    ;D
Pages:
Actions