Support Board
Date/Time: Sun, 22 Dec 2024 18:30:44 +0000
Post From: TPO value area incorrect calculation using 2 level counting at the time !!!
| [2015-04-29 16:32:46] |
| JingIt - Posts: 44 |
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When I compare TPO value area with my trading room, we got same value after SC team update 2 level counting level, but we got different value on some days. I was curious and do manual calculation on the day we can't match the value high & value low and found that SC did the calculation incorrectly on some days (usually different 1 point). My calculation match with value high and value low with my friend chart. Please refer to my attached excel file on how I count the TPO profile on 27/4/15 ES contract The counting rule I used was: 1 Compare sum of TPO of 2 level upper and lower POC 2 start counting the level has higher sum first, if both equal, we can pick one then start 3 continue counting in direction has higher sum compare to the level on other side of POC, if both sides equal again, we will count in direction has shorter distance from POC Repeat the process until the sum TPO meet 70% of total TPO The correct VH & VL on 27/4 are 2113.50 & 2101.50 While SC result is 2113.50 & 2100.50 There are days the VH and VL is lower 1 point compare to correct value (compare to another chart vendor calculation which I believe it is correct) Date Time Of Last Edit: 2015-04-29 16:37:52
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 2015-04-30_0159.png / V - Attached On 2015-04-29 16:07:12 UTC - Size: 158.06 KB - 384 views  TPO calculation.xlsx - Attached On 2015-04-29 16:28:35 UTC - Size: 39.45 KB - 377 views |