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Volatility reports:

Currently there are 3 volatility report types for each quote asset available:

“5m” - 5 minutes timeframe amplitude ranking based on the period report

“Bins” – Binning 5m amplitude into percentage buckets report

“Range” – 1 week volatility report that calculates ranges for weekly, daily, hourly and 5 minutes timeframes.

5m report:

5m report calculates the amplitude (Amp) of the crypto assets on a 5 minute timeframe. It averages the Amp on different periods: 1 hour, 1 day, 3 days, 1 week, 2 weeks, 4 weeks and assigns a position/ranking to each asset. Based on this ranking you can check the volatility of the coin for a certain period. You can filter top hitters for all the periods identifying the best winner. Usually such assets are the best pair for a grid or DCA bot. It’s important to note that the amplitude can be positive and negative. If the price is dumping then the asset will show a high Amp% but those assets we want to avoid. It depends in the end on your trading strategy how to use the data.

Columns description:

Pair – Crypto asset

1H – Ranking of the average amplitude based on the 1 hour period

1D – Ranking of the average amplitude based on the 1 day period

1DP – Days that were taken into account for 1D ranking calculation. It often happens that the newly listed crypto assets have extremely good ranking because they lack the “uptime” on the exchange. This P(eriod) parameter can notify you about that.

3D - Ranking of the average amplitude based on the 3 day period

3DP – Days that were taken into account for 3D ranking calculation. Please see 1DP for details

1W - Ranking of the average amplitude based on the 1 week period

1WP – Days that were taken into account for 1W ranking calculation. Please see 1DP for details

2W - Ranking of the average amplitude based on the 2 weeks period

2WP – Days that were taken into account for 2W ranking calculation. Please see 1DP for details

4W - Ranking of the average amplitude based on the 4 weeks period

4WP – Days that were taken into account for 4W ranking calculation. Please see 1DP for details

Amp% - Average amplitude within the last hour

Change% - Average price % change in the last hour. If the number is negative then short term trend is declining

Vol – Last hour volume

MaxAmp% - Maximum amplitude in % for the last 1 hour

15m pos - Position of the crypto asset in ranking (1 hour – 15 minutes) ago. It can help to identify the trend of the asset

15m vol – Volume of the crypto asset (1 hour – 15 minutes) ago

6 snapshots are analyzed for the last 2 columns.

You can open a TV chart of the asset by clicking the last column/icon.

Filter option:

You can filter top 30 highest hitters based on the period. “Top 30” filter will give you the most volatile crypto. Sometime you don’t need to be so precise and it depends on your trading strategy which filtering to apply. 1H top will show you pumps and dumps and 4W Top will display steadily volatile crypto assets. Feel free to share your strategies in our TM group.

Bins report:

The bins report is also utilizing 5 minutes candles amplitude but it makes use of the data binning or bucketing. It is a data processing method used to minimize the effects of small observation errors. The Amp% data is divided into small interval – bins and then replaced by a general value calculated by that bin. This has a smoothing effect on the input data. For the Bin report the Amp% is divided into 4 bins: 0-1% - this is considered as low volatile assets, 1-2% these are good volatile assets, 2-3% very good volatility, 3-Infinity – pumps and dumps. You can sort the bins to find out the most volatile crypto. E.g. 0-1% is sorted ascending by default which shows good volatile assets. You can also change the period of the binning.

1h – 1 Hour

12h -12 Hours

Etc

Range report:

Range report utilizes weekly, daily, hourly and 5 minute timeframe ranges. This report is especially good for grid trading because for grid trading it is not only important to know the volatility of the asset but also its price range for a particular period. The report calculates the median ranges for weekly, daily, hourly and 5 minutes timeframes and identifying the most volatile asset based on all the timeframes. In the end the volatile index is calculated. The default sort is based on the best performing assets for the current week. Please take Range% into account when entering a trade.

General information:

All the report are updated every hour. There’s a plan to display a live data in future so that you can subscribe to the amp changes. Stay tuned 😊

P.S. Some values are experimental and may change in future. Feel free to contact me if you have any improvement ideas.

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