Support Board
Date/Time: Tue, 26 Nov 2024 03:43:32 +0000
Post From: merge market-profiles leaving out profiles in the middle.
| [2024-01-21 15:09:01] |
| User408639 - Posts: 69 |
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P.S.: There is an even better example of the filling-up outlier-scenario for ESz23 at 2023-11-01T11:30EST. Ok the splitting occurred at the 30-minute-resolution-level, but still we see fillups at larger levels. Plus, the folloowing effect would be the same if we were handling 60 days instead of 2 with 30-minute-periods instead of 1 minute-periods. 1. within the lower image (30 minute-periods) we see balance spread out over two types of splits.: a. the first two yellow markers show a fillup over two days, that might have been avoided by just merging the days (no other blanced block of orders inbetween). b. The third yellow marker does show a fill up of the first two yellow zones, after(!) we had a balanced region (the three red markers) at a lower price inbetween. 2. within the upper image (1 minute-periods) we see that even within the former 30 minute-periods we can have other blanced block of orders inbetween.: a. the third (30 minute-periods) red marker within does comprise actually two red markes (1 minute-periods), b. that are being split up by an intermittent im-balanced region at lower price (orange marker). Date Time Of Last Edit: 2024-01-21 15:09:45
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 intermittent outlier.even better example of filling up a gap.png / V - Attached On 2024-01-21 15:08:53 UTC - Size: 93.88 KB - 44 views |