Support Board
Date/Time: Tue, 23 Dec 2025 22:02:21 +0000
Post From: Apply study to DOM lot sizes, not prices?
| [2019-03-04 20:32:18] |
| Chad - Posts: 239 |
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I'm looking for a way to calculate the volatility of the mean/avg value of the lot size-weighted price levels (say 10-deep) in a DOM. I see how to add custom studies in a DOM window. Should this be done in ACSIL by first doing the lot size weightings to the levels on each side of the book, and then calling a new/custom study (vol of mean) to apply to that new array? |