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Date/Time: Fri, 19 Apr 2024 23:52:25 +0000

Post From: volume averages/scaled vol by price

[2013-06-05 21:51:14] Link To Thread - Link To Post [Go To First Post]
saxo12 - Posts: 38
is it possible to put an average of n periods back on the vol bars ie @ 09.30 bar (30 min bar) average vol of this for say 10 days of vol for 09.30 this will then show if the current bar is above/below this average also for the vol by price study, can the length of the vol be set to a standard scale and not to the vol of the current bar vol ie 10k contracts (highest vol for that bar}at a certain price be a set horizontal dist so that at the next bar the highest vol @5k will be 1/2 the horizontal dist of 10k