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andypap

Average and Most Volume Price in Bar

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the subject here in this thread is quite simple

 

how can someone compute the price that most and average volume happened within a bar.

i think that this particular information will help building averages and other studies more efficienly than using the closing price.

 

these 2 extra data prices are not tottaly arbitrary like the closing price they can be viewed as

sequencial (for bar interval) volume weighted data price...

 

does anybody know how one can access such data info because building it from tick charts can be quite stressing for the computer and not everybody has years of tick data in storage...

 

regards

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this was discussed at length in a couple of the threads here...

can't think of the title at the moment.

Edited by Tams

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if you remember please post the title i would like to read the thread

 

if this is too difficult to be done the only solution i can think is that it can be included as an

ohlc data stream straight from the data source by demand from software like multicharts

 

i will post to their forum and see what they will say about it

 

regards

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