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Date/Time: Sun, 16 Mar 2025 20:59:27 +0000
Post From: Treasuries movement by dollar amount
| [2022-08-17 17:13:26] |
| User550539 - Posts: 34 |
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Hi, Is it possible to graph the treasuries' movement by dollar amount? E.g. If the /ZB moves up 10 ticks, the calculated movement will be +312.5. Is there a study that I could use that does the calculation? Goal is to see the true movement of the yield curve by dollars and reset the calculation every trading day. My attempt: 1. Daily OHLC to calculate Open and Close 2. Study Subgraphs Difference to calculate the difference between Open and Close 3. Study Subgraph in Ticks to calculate total ticks of Difference in Step 2 4. Study Subgraph Multiply total ticks in step 3 by $31.25 Not sure if I did this correctly though Date Time Of Last Edit: 2022-08-17 17:24:23
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