Support Board
Date/Time: Sun, 22 Dec 2024 11:12:38 +0000
Post From: Bid Ask Volume Filters
| [2015-08-06 07:37:20] |
| User78442 - Posts: 260 |
|
Hi, I'm looking to do some studies that look at the Bid and Ask volumes but I want to look at two types of study; 1) Filter out trades above a threshold - Only smaller trade sizes 2) Filter out trades below a threshold - Only bigger trade sizes Any ideas? The standard Bid/Ask Volumes don't have any filters. |