Support Board
Date/Time: Sat, 27 Apr 2024 00:11:41 +0000
Post From: Numbers bar calc: Avg. Trade size and vol/sec specified for bid/ask
[2019-02-27 23:11:59] |
whats1thingnow - Posts: 407 |
We just realized that we added the following:
- Bid Volume per Second - Ask Volume per Second In other words, [for the Bid] we took the total Bid Volume for the bar and then divided by the number of seconds in the bar. this is exactly what i want. however, just want to clarify b/c in the documentation it's worded differently (https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=26341 , Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions) Bid Trades per Second in the documentation sounds more like number of bid trades per second when it fact it should be Bid Volume per Second as you mentioned in this thread? Date Time Of Last Edit: 2019-02-27 23:12:49
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volume_per_second.png / V - Attached On 2019-02-27 23:08:06 UTC - Size: 30.38 KB - 530 views |