Support Board
Date/Time: Mon, 03 Nov 2025 06:37:05 +0000
Post From: Numbers bar calculated values - Avg bid\ask volume per price
| [2019-02-27 17:23:34] |
| whats1thingnow - Posts: 407 |
|
Average Bid/Ask Volume per Price [...]
For example, if the Bid Volumes for a bar are 0, 5, 10, 0, 15 then the Average Bid/Ask Volume per Price would be 6 (30/5) Yes, I need the average volume per price as it shows the 'REAL' average volume that takes the price to move a tick up and down in the current auction.
yes, exactly what i was looking for! +1 |