Support Board
Date/Time: Tue, 26 Nov 2024 03:56:12 +0000
Post From: merge market-profiles leaving out profiles in the middle.
| [2024-01-21 14:12:22] |
| User408639 - Posts: 69 |
|
Moin Moin. TL;DR.: Allowing to merge blocks that are separated by a split out group of blocks does add an extra-edge for traders. Idea.: As I have been redoing Neerav Vadera's Trading-course, I realized, that.: 1. switching off the "Letters/Blocks in own column"-option does already aggregatate blocks, that are separated by "outlier"-blocks (this can be seen in "intermittent outlier.scrunched up.png" and "intermittent outlier.own columns.png" ). 2. we usually have many situations, where.: a. gaps are being filled days later, but as split out blocks in the middle hinder the aggregation we do not obtain the Value area Low/PoC/High for these b. using the "Letters/Blocks in own column"-option does this whithin a merged period , iff there are not many blocks in between worth splitting out. It all comes down to "https://en.wikipedia.org/wiki/Lindeberg%27s_condition".: Those blocks nicely adding up to a Gaussian shape do "submerge in the mass of blocks" (which is the meaning of Lindeberg's ondition justifying the usage of value-areas←"https://en.wikipedia.org/wiki/Central_limit_theorem"). Proposition.: If You have samples showing me, how to implement something like this, I am willing to implement it. For this there amy be different approaches.: 1. transform the effective feed, that the TPO-Study is using. 2. Create a new study with the capability to merge non-consecutive TPO-profiles, if I can use the very elaborate TPO-study functionality. Maybe this is possible by creating a study, base dupon the data of the TPO-Study.: So a Study². _Tschüß, __Michael. Date Time Of Last Edit: 2024-01-21 15:12:50
|
 intermittent outlier.own columns.png / V - Attached On 2024-01-21 14:11:54 UTC - Size: 10.99 KB - 60 views intermittent outlier.scrunched up.png / V - Attached On 2024-01-21 14:12:04 UTC - Size: 8.1 KB - 47 views |