Support Board
Date/Time: Wed, 15 Jan 2025 23:44:40 +0000
Relative volume- Holiday skip input
View Count: 1171
| [2017-09-29 23:50:05] |
| Neo - Posts: 198 |
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The Relative volume study does not calculate correctly after holiday period. See image attached- Based on a 1 day period there is no data for 9-5, because 9-4 was a holiday. Can you please add an input to the study so it skips holiday periods, similar to that of the rolling VWAP study "Minimum Required Time Period as Percent for Skip Days: This Input only applies when the Time Period Type is set to Days - Trading Days or Days - 24 Hour Period . This study employs special logic when looking back at the previous days, to determine if there is sufficient data. If there is insufficient data, it looks back to the period before the first period it originally referenced. This is very useful for holidays and Sunday trading. There is no need to remove data from periods where there is insufficient data. You can control the functioning of this period skipping feature with this Input. For example, if you want there to be at least 50% or more of the bars needed for 1 day period, then set this Input to 50" Date Time Of Last Edit: 2017-09-29 23:50:34
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 Real vol skew.png / V - Attached On 2017-09-29 23:47:30 UTC - Size: 152.01 KB - 292 views |
| [2017-10-01 00:52:24] |
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We will work on this.
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