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Direct MessagesDate/Time: Fri, 03 May 2024 00:54:07 +0000
Post From: Relative volume question
| [2017-03-31 06:22:18] |
| fjgaspar - Posts: 62 |
|
I think I know what is happening. I will try to write an example with numbers. Lets take two days, with 3 minute bars each day, and do the maths with the average of those two days, and then, lets plot during the third day. Day 1. Volume at minute 1: 100. Acumulated volume at minute 1: 100 Day 1. Volume at minute 2: 150. Acumulated volume at minute 2: 250 Day 1. Volume at minute 3: 200. Acumulated volume at minute 3: 450 Day 2. Volume at minute 1: 200. Acumulated volume at minute 1: 200 Day 2. Volume at minute 2: 250. Acumulated volume at minute 2: 450 Day 2. Volume at minute 3: 300. Acumulated volume at minute 3: 750 Day 3. Volume at minute 1: 150. Acumulated volume at minute 1: 150 Day 3. Volume at minute 2: 100. Acumulated volume at minute 2: 250 Day 3. Volume at minute 3: 250. Acumulated volume at minute 3: 500 What should happen: Day 3 Bar at minute 1: Actual Acumulated Volume: 150. Average 2 days acumulated volume: 150 ((200 + 100)/2). Diference: 0. In percentage: 100% Day 3 Bar at minute 2: Actual Acumulated Volume: 250. Average 2 days acumulated volume: 350 ((250 + 450)/2). Diference: -100. In percentage: 71% Day 3 Bar at minute 3: Actual Acumulated Volume: 500. Average 2 days acumulated volume: 600 ((450 + 750)/2). Diference: -100. In percentage: 83% What I think is happening: Day 3 Bar at minute 1: Actual Volume: 150. Average 2 days volume: 150. Diference: 0. In percentage: 100% Day 3 Bar at minute 2: Actual Volume: 100. Average 2 days volume: 200 ((150 + 250)/2). Diference: -100. In percentage: 71% Day 3 Bar at minute 3: Actual Volume: 250. Average 2 days volume: 250 ((300 + 200)/2). Diference: +250. In percentage: 200% So I think the study is comparing each bar with the corresponding average of that bar, not the accumulated volume until that bar. Thanks. |