diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index 3aa2c63f4..d57757bbd 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -167,7 +167,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit #### VolatilityFilter -Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatilty of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)). +Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)). This filter removes pairs if the average volatility over a `lookback_days` days is below `min_volatility` or above `max_volatility`. Since this is a filter that requires additional data, the results are cached for `refresh_period`. @@ -216,8 +216,8 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, { "method": "VolatilityFilter", "lookback_days": 10, - "min_volatilty": 0.20, - "max_volatilty": 0.30, + "min_volatility": 0.05, + "max_volatility": 0.50, "refresh_period": 86400 }, {"method": "ShuffleFilter", "seed": 42}