Support Board
Date/Time: Wed, 27 Nov 2024 10:42:22 +0000
Post From: TWAP
| [2014-06-30 05:45:36] |
| Dom7364 - Posts: 257 |
|
You are right, if looking at a time fixed chart, where all bars have the same duration, twap and a moving average will return the same thing as a time weight of 1 will be given to each bar. On a tick, range or volume chart, bars do not have the same duration, and therefore time weighting will produce different results. Hence, back to my initial question.. Happy to DIY somehow, but really not much of a coder so any help would be greatly appreciated. Many thanks |