Support Board
Date/Time: Wed, 26 Feb 2025 18:00:48 +0000
Post From: TPO profiles - better access to statistical data
| [2019-03-30 10:38:23] |
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Trade Facilitation Factor Number of total TPO's divided by the range of price for the profile. The higher the value, the less trend was present. Normal days have a high TFF value. The TFF is the average number of TPO's per price traded. The number will be higher in quiescent markets where the range is small. The minimum TFF for a market not facilitating trade is one. That is, in a strongly moving market there will be only one TPO per price. Conversely, a market not facilitating trade, e.g. one that is locked at the limit with only one price quoted that day, has a TFF of the number of half-hour periods. Basically, its TFF =Total TPO's (cumulative tpo's) /the range of price or TFF = Total number of TPOs / Total number of price ticks. Volatility This is not precise enough of a description for us to implement. We need more details. (Update: we figured this out) No need for further details.
Average range of the letters within a given profile Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-03-30 10:39:17
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