Is there anything you can currently use in guardian/automation to work out if a market is volatile or not.
Only thing i can thing of is if the fav high price - fav low price > 9 ticks, maybe.
Cheers,
Volatility
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Thebest147
- Posts: 94
- Joined: Thu Nov 05, 2015 8:01 am
Check out top a bottom trading range.I think automation section should be a good place to start.
Following that Dallas is the man to pm,he is very approachable and helpful
Good luck.
Following that Dallas is the man to pm,he is very approachable and helpful
Good luck.
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ShaunWhite
- Posts: 10455
- Joined: Sat Sep 03, 2016 3:42 am
Volatility is traditionally more of a measure of noise in the market rather than an overall range. For trending markets, historical volatility measures how far traded prices move away from a central average, or moving average, price. This is how a strongly trending but smooth market can have low volatility even though prices change dramatically over time.
Guardian has got some quite sophisticated way of doing maths these days so you might want to look here -> https://www.investopedia.com/ask/answer ... tility.asp and at the links from that page for some ideas about formulas you could reproduce. If Guardian can't quite do what you need then you've always got the integration with Excel to fall back on, and then you can do just about any on-the-fly analysis you can imagine.
One of the easier ones you could do, and that's a reasonable measure, would be to workout the standard deviation from a moving average. Guardian should be able to handle that if you don't go back for too many data points. SD from a trend would be even more useful but you'd probably need Excel for that.
Guardian has got some quite sophisticated way of doing maths these days so you might want to look here -> https://www.investopedia.com/ask/answer ... tility.asp and at the links from that page for some ideas about formulas you could reproduce. If Guardian can't quite do what you need then you've always got the integration with Excel to fall back on, and then you can do just about any on-the-fly analysis you can imagine.
One of the easier ones you could do, and that's a reasonable measure, would be to workout the standard deviation from a moving average. Guardian should be able to handle that if you don't go back for too many data points. SD from a trend would be even more useful but you'd probably need Excel for that.
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StefanBelo
- Posts: 25
- Joined: Wed Dec 02, 2015 12:17 pm
I apply NATR on all historic traded data of selections, and for required time range just check max value of NATR, the selection with max NATR is most volatile.
Check out the Volatility metre in the market overview tool.
NATR ?StefanBelo wrote: ↑Tue Aug 13, 2019 1:30 pmI apply NATR on all historic traded data of selections, and for required time range just check max value of NATR, the selection with max NATR is most volatile.
Google says "Normalized Average True Range".BetBuddy wrote: ↑Tue Aug 13, 2019 3:16 pmNATR ?StefanBelo wrote: ↑Tue Aug 13, 2019 1:30 pmI apply NATR on all historic traded data of selections, and for required time range just check max value of NATR, the selection with max NATR is most volatile.