Author Topic: Market Standard deviation  (Read 1068 times)

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Market Standard deviation
« on: 15 Dec 2018, 16:49 »
Hi,

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

Thanks,

  • Élite
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Re: Market Standard deviation
« Reply #1 on: 15 Dec 2018, 17:40 »
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
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Re: Market Standard deviation
« Reply #2 on: 15 Dec 2018, 22:16 »
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,

  • Élite
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Re: Market Standard deviation
« Reply #3 on: 16 Dec 2018, 09:18 »
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
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Re: Market Standard deviation
« Reply #4 on: 16 Dec 2018, 17:33 »
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


 
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  • Élite
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Re: Market Standard deviation
« Reply #5 on: 16 Dec 2018, 19:48 »
hi
thank you mark.
;D
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