Equi power separation for real time intraday trading

[Pascal]

To calculate EV in real time, you simply use the total volume at the last minute as if that last minute was the end of the day.

For example: if the last minute in RT is 11:32, then you calculate the separation volume between 9:30 and 11:32 as if 11:32 was the final trading minute of the day. You repeat that process for every minute until you reach 16:00

I did not use SD methods and hence cannot tell you how it works. I think that results would be very similar.


Pascal

[acepsut]

Thanks for your suggestions: I am going to develope your approach in Java, hope to have your support for further details and explainations.

acepsut