From theory to practice - page 170

 
Alexander_K2:


Then the standard deviation of the process: S = sqrt(N*mean(|Ask(t)-Ask(t-1)|)), where N is the number of ticks in observation time t.

The text is highlighted in red, which I obviously misunderstood from Shelepin.

I apologize for distracting you from the flight of thought. Since you've repeated the formula once again, I wonder where did the coefficient 0.01 come from in the tables posted earlier?

Cell N = 0.01*Root [Sum(I1:I15625)]

 

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Wizard2018:

I apologise for distracting you from your flight of fancy. Since the formula has been repeated again, I wonder where the 0.01 coefficient came from in the tables posted earlier?

Cell N = 0.01*Root [Sum(I1:I15625)]

Wizard2018- You are a genius!!!!!!!!!! Read my previous post.

I repent, I had as many as 2 errors in my calculations earlier:

1. I considered that t=N, i.e. number of ticks equals time, but it was wrong.

2. I had takenc=0.0001 from the ceiling.

I should be more precise and skillful.

 
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