Quote Originally Posted by Pascal View Post
I think that what you are asking is technically too difficult for non-developers to come up with an easy response.
The AB calculation is similar to a VWAP calculation. A VWAP uses the Volume to calculate the average price. (Volume weighted Average price.) AB also needs to use the number of shares that were exchanges at each price level: this is also a volume weighted average price and not a simple average price.

Below is the minute data for the company X and the Active Boundaries graph as of last night.
The best is that you try your different ideas and see which comes close to the pattern below.
The, the answer will be obvious.


Pascal

Attachment 25307

Hi Pascal,

I am working in coding the Active Boundaries, and in order to accomplish it as more correct as possible, I am asking if it is possibile to have the output of the Active Boundaries for the X company as from your previous graph.

This would help a lot.

Thanks