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Date/Time: Wed, 19 Mar 2025 11:22:50 +0000



Post From: Volume Weighted Average Price -std deviation settings

[2022-10-12 03:25:01]
User173366 - Posts: 11
Hi John. I just used the Spreadsheet Study with "Output Volume at price data" set to "yes" to further analyze the data in Excel. I found out that in this balanced day the data points that were inside the 1 Std Deviation bands were 548,334 contracts out of 1,987,385 total. Which is 27.6%. This number is congruent with the very narrow band that you can see in the chart. I'd be happy to share my Excel file with you. Could you look further into this issue? I think this could be concrete evidence that something's amiss.
Thank you.