Hello,
Could some one help me understand these two functions? When I try to use them in a strategy they return static values that seem to be very far off. A simplified example of what I'm trying to do is:
If volatility>.5 then trade
However, the volatility indicator I'm using seems to display the correct value, yet when I try to call the same function in my strategy it prints a completely different value. An example would be:
Indicator: Volatility(10) returning a value of .56
Strategy: Volatility(10) returning a value of 4.0 (consistently, appearing static)
Any ideas why this is happening? This is also occurring with the variance function.
Thanks in advance.
Understanding Variance and Volatility Functions in EL
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Re: Understanding Variance and Volatility Functions in EL
Hello deltastrike,
We were unable to replicate such behavior on our end.
Please study the following information:
How_to_make_indicator_and_signal_calculation_results_the_same
How_Signals_are_Calculated
We were unable to replicate such behavior on our end.
Please study the following information:
How_to_make_indicator_and_signal_calculation_results_the_same
How_Signals_are_Calculated