Support Board
Date/Time: Thu, 26 Dec 2024 03:30:29 +0000
Post From: Multiple Bars Volume Profiles
| [2015-11-13 19:56:47] |
| Johnny - Posts: 99 |
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From your post I guess that it would be challenging to create that calculation method from a programming perspective. When I say that the VbP calculation method for multiple bars should match that of the VWAP study, I'm not talking about volume profiles that contain 30 or 50 bars but rather 3,4 or 6. So, I propose a supplementary rolling multi-bar calculation method next to the one currently available, on a limited scale and up to a certain number of bars.
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