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Date/Time: Mon, 28 Oct 2024 08:57:36 +0000



Post From: average AVAP/BVAP

[2024-06-05 04:54:12]
jivetrader - Posts: 410
Consider a typical NumBars bid x ask chart display. How can we calculate the average, and stdev, of bid volume at price over the last n price ticks? In other words, the average of the last n number of bid volumes shown in the NumBars?

I have tried: AVERAGE(BVAP(C,[0:-1000])

Thanks in advance