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Date/Time: Wed, 29 May 2024 06:30:04 +0000



Post From: Price changes count within bar

[2013-12-22 23:21:16]
tbwebb2 - Posts: 19
Thanks, this is a great start! I was looking for a study that could show me the price change counts for past bars as well, not just the present bar. Is this possible to program?

Eventually I want to be able to compare the number of price changes within a bar to how far price actually moved from open to close within the bar to see how much imbalance there was between buyers and sellers.

Larger price move with fewer price changes = larger demand/supply imbalance
Smaller price move with more price changes = smaller demand/supply imbalance