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Date/Time: Fri, 13 Mar 2026 03:21:22 +0000



Post From: NEGATIVE bar time duration

[2017-04-17 13:41:19]
psavi73 - Posts: 39
I'm using CVB (Constant Volume Bars) for e-mini ES and NQ futures.
I need to calculate the velocity of the volume in lots/sec, but I have a problem with the bar time duration when volumes run very fast:
as you can see from the attached pictures (highlighted by the ellipses) the bar time duration in some cases became negative and obviously this is not possible.

Is it possible to solve this issue?

Waiting for your kind reply.

Best regars
Pierpaolo Savi
imageES - Negative Bar Time Duration 1.JPG / V - Attached On 2017-04-17 13:40:39 UTC - Size: 152.57 KB - 405 views
imageES - Negative Bar Time Duration 2.JPG / V - Attached On 2017-04-17 13:40:44 UTC - Size: 141.62 KB - 357 views
imageES - Negative Bar Time Duration 3.JPG / V - Attached On 2017-04-17 13:40:56 UTC - Size: 156.08 KB - 359 views
imageNQ - Negative Bar Time Duration.JPG / V - Attached On 2017-04-17 13:41:01 UTC - Size: 138.49 KB - 372 views