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Date/Time: Thu, 25 Apr 2024 08:28:12 +0000



Post From: Cumulative Volume at Time of Day Relative to Prior X Days

[2018-05-20 19:08:00]
User924725 - Posts: 26
hello and thanks for the answer and your time.

I am not sure that this is what i was describing but maybe i am wrong....

To clear out something.

Does this study collection calculates the accumulated volume at time X of today (meaning the number of contracts traded until that time of the day?)

Example: (calculation looking 2 days back - PERIOD 2 DAYS)
1>Todays Open of the day at 18:00 = 0 contracts traded (New York open)
2>At 19:00 = 1000 contracts they have traded (accumulated volume) lets name this R
3>Yesterdays acummulated volume at 19:00 = 800 contracts(accumulated volume) ----> lets name this with letter A
4>Day before yesterday accumulated volume at 19:00 = 1500 contracts(accumulated volume) ----> lets name this with letter B

What i describe as accumulated volume is the SUBGRAPH (SG6) which you name Cumulative volume

5>So the result for this study collection to be correct would be
A+B/2 (800+1500=2300)/2= 1150 lets call this calculation C (this is the average of 2 days)
6> Compare the Average of 2 days by time 19:00 which we have named C(1150) with R(1000) which is the accumulated volume of today by time 19:00 and we see that today there have been traded less 150 contracts than the average of previous 2 days.

So the study collection should have a result of -150 at time 19:00 (supposing we have set it up to look back 2 days)

Is this what your study collection is calculating ? Because i think it is not and i think that Cumulative sheep index is
calculating the way i explained above.

Dont have other resource to crosscheck and compare but i think i expressed it right .
Date Time Of Last Edit: 2018-05-20 19:27:31