Support Board
Date/Time: Sun, 19 May 2024 04:11:24 +0000
Post From: Apply study to DOM lot sizes, not prices?
[2019-03-04 20:32:18] |
Chad - Posts: 231 |
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? |