Support Board
Date/Time: Sun, 02 Feb 2025 09:59:20 +0000
Post From: Support for Dollar Bars
| [2019-08-29 20:03:20] |
| User90125 - Posts: 715 |
|
Sounds like these so-called Dollar Bars are just Range Bars with a range equivalent to an actual dollar amount. Volume really should have nothing to do with it, IMHO. https://quant.stackexchange.com/questions/43534/volume-or-dollar-bars-vs-volatility-normalized-and-demeaned-financial-time-seri Dollar Bars: Similar to volume bars, except measuring the total value in USD traded hands. An example would be $100,000 bars, with each bar containing as precisely as possible that dollar value.
|