Support Board

Date/Time: Mon, 06 May 2024 11:07:29 +0000

[Programming Help] - Apply study to DOM lot sizes, not prices?

[2019-03-04 20:32:18] #1 [Go To First Post]
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?

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