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Not working correctly: Upside Downside Volatility Difference


#1

From github

This is my config:

“UpsideDownsideVolatilityDifference”: {
“Configs”: [
{
“MaxUpsideDownsideVolatilityDifference”: “3”
},
{
“MaxUpsideDownsideVolatilityDifference”: “1000”,
“SellOnlyMode”: “true”,
“TrailingProfitOffset”: “-70”,
“SellValueOffset”: “-30”,
“MaxBuySpreadOffset”: “-100”,
“TrailingBuyOffset”: “200”
}
]
}
So it should put SOM on coins that have upside and downside volatility difference bigger than 3 (and less than 1000), but for some reason, it’s not working correctly. If I take a look at the generated pairs file for example:

#------------------ETH/GXS------------------
# GXSETH has been set to SELL ONLY mode
# Price change (30): -0.02%
# Price change (720): -1.32%
# High/Low price change (30): -0.2%
# High/Low price change (720): -1.03%
# Upside volatility: 0.02%
# Downside volatility: 0.03%
# Sell Only Mode Reasons:
 # Average candle size config
# Upside and downside volatility difference grouping
# Pair volume 127.8824595485 is less than the min buy volume of 1000

I know that this is on SOM not just because of UpsideDownsideVolatilityDifference but Feeder understood that 0.02 - 0.03 = -0.01 is bigger than 3 (my config)?

Another one:

#------------------ETH/IOST------------------
# IOSTETH has been set to SELL ONLY mode
# Price change (30): 4.21%
# Price change (720): 20.24%
# High/Low price change (30): 4.81%
# High/Low price change (720): 9.09%
# Upside volatility: 0.48%
# Downside volatility: 0.43%
# Sell Only Mode Reasons:
 # Longer term price change config
# Price trend config
# Upside volatility config
# Downside volatility config
# Average candle size config
# Upside and downside volatility difference grouping
# Pair has sell only mode

0.48 - 0.43 = 0.05 ?
Something is not right or am I missing something?

Thanks