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36 lines
1.6 KiB
Markdown
36 lines
1.6 KiB
Markdown
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sidebar_label: 💨 Price Volatility
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---
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# 💨 Price Volatility Thresholds
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**Settings → Devices & Services → Tibber Prices → Configure → 💨 Price Volatility**
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---
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Volatility sensors measure how much prices vary throughout the day using the **Coefficient of Variation (CV)** — the ratio of the standard deviation to the mean. A higher CV means more extreme price swings and greater optimization potential.
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See **[Volatility Sensors](sensors-volatility.md)** for a full explanation of all volatility sensors and how to use them in automations.
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## Thresholds
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These thresholds define the boundaries between volatility levels:
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| Level | Default CV | Meaning |
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|-------|-----------|---------|
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| **Moderate** | ≥ 15% | Noticeable variation — some optimization potential |
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| **High** | ≥ 30% | Significant swings — good for timing optimization |
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| **Very High** | ≥ 50% | Extreme volatility — maximum optimization benefit |
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Days below the Moderate threshold are classified as **Low** volatility.
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## Adjusting for your market
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The defaults work well for most European electricity markets. You may want to adjust if:
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- **Your market rarely exceeds 20% CV**: Lower the Moderate threshold to 10% so you still get meaningful classifications
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- **Your market routinely hits 50%+ CV**: Raise the Very High threshold to 70%+ to distinguish truly exceptional days
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:::tip Volatility affects Trend thresholds too
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The [Price Trend](config-price-trend.md) thresholds automatically widen on high-volatility days to prevent constant state changes. Changes here indirectly affect trend sensitivity.
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:::
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