Support Board
Date/Time: Sun, 24 Nov 2024 20:03:38 +0000
Post From: volume imbalance charts
| [2013-11-04 21:59:07] |
| User85153 - Posts: 7 |
|
Thanks for the reply. I see that 'Text On Dominant Side Auction' performs this imbalance comparison but it doesn't go as far as MD in being able to specify as minimum imbalance threshold, rather it shows all imbalances. Had a quick read of your material and from a quick play with the two studies the comparisons were all horizontal and not diagonal unless I'm reading it wrong, it's late, will take another look tomorrow, but basically what I'm looking for is a simple imbalance threshold great that the default of 1 lot that is given by the 'Text On Dominant Side Auction' - threshold like one ask being > 150% of lower bid is the norm for observing more significant imbalances. |