Good point Nick...yes that volume is included in the price...if it doesn't keep track of all of the volume at every price it wouldn't be accurate...good point.
We don't check to see if its the
PVP until after we have stored the current volume at this tick at the appropriate array.
It's as accurate as you can get...no approximations here....it is adding up tick volume at every price...so as long as the tick volume is accurate the
PVP is accurate.
My code was checking every single volume at every price in the array...after every tick...no need to do that...you simply check the current tick volume at the current price against the current
pvp, if it is greater its the new
pvp, if not then keep the old
pvp...simple but effective.
Hope this helps you understand what the code is doing.
Good job Blowfish,
dbntina
