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Date/Time: Sat, 23 Nov 2024 13:27:23 +0000



[User Discussion] - VWAP of a single range bar

View Count: 1739

[2013-06-13 15:57:53]
TastyRisk - Posts: 119
Which study will do this and does split data records affect the results ?


[2013-07-08 05:12:28]
TastyRisk - Posts: 119
May I know if Number Bars package 5 would be needed to do this ?
[2013-07-10 05:13:36]
vegasfoster - Posts: 444
I'm not understanding your request, can you post a pic or explain further?
[2013-07-11 02:04:36]
TastyRisk - Posts: 119
I would just like to know the the average price of every bar [volume weighted].

I would think that it might be something like (sc.CumulativeSummation()/Volume).

However; there is no way of getting the records within any given bar, is there ?

I thought that package 5 might solve this ?

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