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Date/Time: Wed, 27 Nov 2024 16:35:31 +0000



Post From: High/Low volume of one bar

[2014-09-11 18:43:29]
User025429 - Posts: 26
Calculation Method

The basis for the calculation is the formula Sumproduct.

I have attached a text file of one of the spreadsheets that I use, but please note that I am new to trading.

As stated before due to the large number of trades, you see that I have cut the data base down to only 5000 lines and in this will only give one =- 4 minutes worth of data at the open of ZB futures.

A time and sales report, using the filters that combine trades of a similar type and price that retains the data, would work for me.

I got an basic estimate of $1500 to write a separate study to do this.

Using the basic structure one could develop different types of tables.

Hope this helps.

Regards
attachmentSUMPRODUCT SUPPORT.scwbf - Attached On 2014-09-11 18:29:35 UTC - Size: 5.76 KB - 454 views
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