Support Board
Date/Time: Sun, 24 Nov 2024 04:59:00 +0000
Post From: Price changes count within bar
| [2013-12-21 15:47:22] |
| tbwebb2 - Posts: 19 |
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I want to create a study that can count the number of price changes at the tick level within a given bar. My understanding is that "tick volume" is the number of trades that occurred, not the number of price changes. I will be using this for Futures trading if it makes a difference. Is there a study that already does this? If not, what function would I use to count the price changes when programming the study?
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