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Date/Time: Fri, 03 May 2024 04:47:19 +0000

Post From: Median Bid / Ask / Trade Volume in Numbers Bar Calculated Values

[2018-07-27 08:16:32] Link To Thread - Link To Post [Go To First Post]
Cavalry3162 - Posts: 523
Hello SC, i am trying to figure out when buying picks up on the tape and thought that the numbers bar calc vals study might help me with that.. and it kind of does, as theres this great "Average Bid Volume" or "Average Ask Volume" and some more averages available.. thats awesome.. however, nowadays, with all that hft / algo stuff going on, we se a gazillion of 1 lot trades which skews those averages towards 2.. i'd like you to ask if we could have a "Median [insert existing stuff] Volume" for each average volume? maybe even as a setting to switch between median and average (its up to you, i dont really care).. thank you, Andreas