For example let's take two numbers:
double a;
double b;
FSB says that a is greater than b when a > b + sigma.
Sigma takes its value from the Sigma() function in the Indicator.cs file;
protected double Sigma()
{
int iSigmaMode = isSeparatedChart ?
Configs.SIGMA_MODE_SEPARATED_CHART : // Indicators plotted on its own chart (MACD, RSI, ADX, Momentum, ...)
Configs.SIGMA_MODE_MAIN_CHART; // Indicators plotted on the main chart (MA, Bollinger Bands, Alligator, ...)
double dSigma;
switch (iSigmaMode)
{
case 0:
dSigma = 0;
break;
case 1:
dSigma = Data.InstrProperties.Point * 0.5;
break;
case 2:
dSigma = Data.InstrProperties.Point * 0.05;
break;
case 3:
dSigma = Data.InstrProperties.Point * 0.005;
break;
case 4:
dSigma = 0.00005;
break;
case 5:
dSigma = 0.000005;
break;
case 6:
dSigma = 0.0000005;
break;
case 7:
dSigma = 0.00000005;
break;
case 8:
dSigma = 0.000000005;
break;
default:
dSigma = 0;
break;
}
return dSigma;
}The SigmaMode parameter is set in the config.xml file and it's constant value.
<SIGMA_MODE_MAIN_CHART>1</SIGMA_MODE_MAIN_CHART>
<SIGMA_MODE_SEPARATED_CHART>5</SIGMA_MODE_SEPARATED_CHART>Therefore, the Sigma for the indicators plotted on the main price chart is 0.5 *Point. The idea is that the indicators on the price charts are compared with the market price, so the comparing error must not be greater than 1 pip.
For the indicators plotted on a separated chart has sigma value of 0.000005.
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