Support Board
Date/Time: Sat, 23 Nov 2024 13:10:56 +0000
Post From: VWAP of a single range bar
| [2013-07-11 02:04:36] |
| TastyRisk - Posts: 119 |
|
I would just like to know the the average price of every bar [volume weighted]. I would think that it might be something like (sc.CumulativeSummation()/Volume). However; there is no way of getting the records within any given bar, is there ? I thought that package 5 might solve this ? |