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Hi,
I'd like to know how esignal handles volumebased charts. If I say one bar is 1000 contracts traded - and assuming we are currently standing at 994 - what happens if the next trade comes in at size=15 ???
a) the bar completes and the hangover
(994+15-1000=9 contracts) is more or less ignored or the bar ends at 1009
b) the bar completes at 1000 and the hangover is rolled forward in the next bar, so we have a print at the same price with vol=9
any information reagarding this issue would be highly welcomed. Thank you!
EZ-T
I'd like to know how esignal handles volumebased charts. If I say one bar is 1000 contracts traded - and assuming we are currently standing at 994 - what happens if the next trade comes in at size=15 ???
a) the bar completes and the hangover
(994+15-1000=9 contracts) is more or less ignored or the bar ends at 1009
b) the bar completes at 1000 and the hangover is rolled forward in the next bar, so we have a print at the same price with vol=9
any information reagarding this issue would be highly welcomed. Thank you!
EZ-T
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