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Date/Time: Tue, 21 May 2024 15:00:40 +0000

Post From: Relative Volume - Days to load

[2019-09-13 19:41:09] Link To Thread - Link To Post [Go To First Post]
lpfin123 - Posts: 59
Good afternoon, Depending on how many "Days to load" (In Chart settings), my average cumulative volume is different. As you can see in the attached picture, I'm using a "period-Days to include" of 30 days, and a "minimum required data for Day as percentage" of 75% (I want only normal days on ES, no week-ends, no holidays). From my understanding, using that 75% would remove week-ends and holidays and with the 30 day period, it should give me an average 19-21 days (30 days - week-ends - holidays). I did some testing by changing the "Days to load" in the Chart settings and here are the results that I got. (Chart settings are also on "Volume based rollover, back adjusted) 50 days: 941k 75 days: 848k 100 days 817k 200 days: 845k 300 days: 849k 400 days: 847k 1) I thought that the 50 days to load was enough to cover my 30 day period 2) I also thought that above a certain amount of days to load, the result of the average volume would have been the same. What am I not understanding? Thank you,


Relative Volume.JPG / V - Attached On 2019-09-13 19:33:45 UTC - Size: 115.72 KB - 225 views