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Date/Time: Wed, 01 May 2024 05:39:26 +0000



Post From: Additional Numbers Bars Calculations

[2016-04-26 05:14:14]
Dom7364 - Posts: 257
it's not an easy calculation actally. It either has to be calculated in the sequence it traded from open to close, and take the next bid or ask in the following number bar it there was one, i.e, if there was continutation in price, or simply calculate diagonally each bar, considering ask as zero value for the last bid/ask depending on the colour of the candle, i.e, the direction.