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The volatility issue is of high interest as you know. We are a trading team and have concluded that the volatility is a necessity for our trading.
The formulas provided as Keltner, Bollinger bands or others that have direct or indirect relation to volatility are quite simplistic as they provide information for volatility by considering it (the standard deviation) stable. We are actually interested in volatility (i.e standard deviation mathematically speaking) as a dynamic value, meaning that the models needed for such a computation are purely statistical models, such as Statgraphics, SPSS, Minitab and others.
So, we should feed a statistical software with the necessary data daily and intra-day speaking data that have to do with price actually (High, Low, Close) and regression and time series models will automatically run in order to obtain the number. For whom might be familiar with the subject, Black&Scholes method is also an important equation that should use as data the prices of a series of options in order to get a standard deviation value.
Is there any possibility that such formulas could run in the E-Signal environment?
If not, could the E-Signal feed an independent software with the necessary data and then return the value back, in an integrated let me say environment?
The formulas provided as Keltner, Bollinger bands or others that have direct or indirect relation to volatility are quite simplistic as they provide information for volatility by considering it (the standard deviation) stable. We are actually interested in volatility (i.e standard deviation mathematically speaking) as a dynamic value, meaning that the models needed for such a computation are purely statistical models, such as Statgraphics, SPSS, Minitab and others.
So, we should feed a statistical software with the necessary data daily and intra-day speaking data that have to do with price actually (High, Low, Close) and regression and time series models will automatically run in order to obtain the number. For whom might be familiar with the subject, Black&Scholes method is also an important equation that should use as data the prices of a series of options in order to get a standard deviation value.
Is there any possibility that such formulas could run in the E-Signal environment?
If not, could the E-Signal feed an independent software with the necessary data and then return the value back, in an integrated let me say environment?