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Direct MessagesDate/Time: Fri, 20 Sep 2024 00:45:43 +0000
[User Discussion] - VWAP of a single range bar
View Count: 1721
| [2013-06-13 15:57:53] |
| TastyRisk - Posts: 119 |
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Which study will do this and does split data records affect the results ? |
| [2013-07-08 05:12:28] |
| TastyRisk - Posts: 119 |
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May I know if Number Bars package 5 would be needed to do this ?
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| [2013-07-10 05:13:36] |
| vegasfoster - Posts: 444 |
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I'm not understanding your request, can you post a pic or explain further?
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| [2013-07-11 02:04:36] |
| TastyRisk - Posts: 119 |
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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 ? |
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