Support Board
Date/Time: Sun, 16 Mar 2025 12:36:56 +0000
Treasuries movement by dollar amount
View Count: 403
| [2022-08-17 17:13:26] |
| User550539 - Posts: 34 |
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Hi, Is it possible to graph the treasuries' movement by dollar amount? E.g. If the /ZB moves up 10 ticks, the calculated movement will be +312.5. Is there a study that I could use that does the calculation? Goal is to see the true movement of the yield curve by dollars and reset the calculation every trading day. My attempt: 1. Daily OHLC to calculate Open and Close 2. Study Subgraphs Difference to calculate the difference between Open and Close 3. Study Subgraph in Ticks to calculate total ticks of Difference in Step 2 4. Study Subgraph Multiply total ticks in step 3 by $31.25 Not sure if I did this correctly though Date Time Of Last Edit: 2022-08-17 17:24:23
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| [2022-08-17 18:11:15] |
| John - SC Support - Posts: 38678 |
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Everything you have written should work. Are you having an issue with it?
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| [2022-08-17 20:07:27] |
| User550539 - Posts: 34 |
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Daily OHLC did not work so well, had to switch to Bar Difference instead for step 1 and use study subgraph multiply bar difference by 31.25 which worked. Thank you! |
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