Support Board
Date/Time: Mon, 23 Dec 2024 02:03:55 +0000
Post From: Whats the meaning of BV/AV for TICK ?
| [2015-01-12 16:55:31] |
| maxima120 - Posts: 144 |
|
Ok.. lets take it one by one then you said: The update frequency is twice a second minimum but can be more if necessary. Every update is considered a volume of 1.
How bid volume and ask volume would be set for those is explained here: http://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions I looked in that document it says: Bid Volume / Bid Trade Volume: This is the sum of all traded volume , not the number of trades, rather the number of contracts or shares traded, for a Numbers Bar price level or for period of time, that were Bid Trades. 9.Ask Volume / Ask Trade Volume: This is the sum of all traded volume , not the number of trades, rather the number of contracts or shares traded, for a Numbers Bar price level or for period of time, that were Ask Trades. -------------------- further you said: is it possible to store actual number of up/down ticks in the BV/AV ?
In the case of these market statistics, this is how it should be working now. Date Time Of Last Edit: 2015-01-13 03:28:58
|