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mehtadone / PTFeeder

Official GitHub for ProfitTrailer's best buddy, PT Feeder. Be sure to visit their GitHub too.
https://wiki.ptfeeder.co/
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High/Low Percentage calculation #304

Closed Mtrade closed 6 years ago

Mtrade commented 6 years ago

Can you confirm that PTFeeder is taking the required OHLC info from the exchange for this calculation, and that the listed formula is being applied correctly?

As an example, as at April 15 22:45 UTC data for Binance BTC-IOTA was: 720 min. high: 21000 720 min. low: 19100

Using the formulas listed: First variance = (21000-19100)/2 = 950 Median variance = 21000 - 950 = 20050 Highlow percentage = (19534 - 20050) / 19534 * 100 = -2.6415%

This is the data output to the PAIRS file at that time, showing High/Low price change (720) at -0.89%

------------------BTC/IOTA------------------ Last Price: 0.00019534 Volume: 5085.0453 Price change (60): -0.65% Price change (720): -0.22% High/Low price change (60): -0.8% High/Low price change (720): -0.89% Upside volatility: 0.44% Downside volatility: 0.46%

This apparent discrepancy seems to be happening on some pairs, while others appear to be calculating more accurately. Not sure if this is a coincidence.

mehtadone commented 6 years ago

This is exactly what is done. Volume is taken from OHLC.

There have been some improvements with candles on version 1.5 so would be interesting to see if it still happens there.