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Date/Time: Sun, 19 May 2024 12:02:34 +0000



Post From: depth bars ?

[2018-01-15 16:35:18]
User132748 - Posts: 159
+1

every new bar always starts from zero. i can imagine this is some kind of periodic summation study so it has to collect fresh data starting every bar but as depth is rather continuously filled with resting orders isnt it better idea to start a new bar from last close not from zero?