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Is there any pricing tool to smooth out the overnight activity. Price bars on the electronic markets can give inaccurate reflections of market activity. Is there any pricing took (e.g. constant or tick volume) that can be used to smooth out the overnight activity?
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Re: Smoothing OUt Overnight price Action
twacbot
See this article in the eSignal KnowledgeBase
Alex
Originally posted by twacbot
Is there any pricing tool to smooth out the overnight activity. Price bars on the electronic markets can give inaccurate reflections of market activity. Is there any pricing took (e.g. constant or tick volume) that can be used to smooth out the overnight activity?
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