Coding the Active Boundaries indicator

[soleimani]

here is the "X" data

Pascal

Attachment 32396

Dear Mr. Pascal,

In following column the effective value is calculated as 0 but as i calculate base on formula it shall be -216,082 it there any exception?

Date time Open High Low Close Vol Eff Vol

9/11/2015 16:00:00 14.14 14.15 14.09 14.11 432163 0

Regards,
Soleimani

[Pascal]

Dear Mr. Pascal,

In following column the effective value is calculated as 0 but as i calculate base on formula it shall be -216,082 it there any exception?

Date time Open High Low Close Vol Eff Vol

9/11/2015 16:00:00 14.14 14.15 14.09 14.11 432163 0

Regards,
Soleimani

It is because I have set an option that filters out large one minute volume as "block trades"
I believe that I set the filter at 5%, but it could be 3%.

Pascal

[soleimani]

It is because I have set an option that filters out large one minute volume as "block trades"
I believe that I set the filter at 5%, but it could be 3%.

Pascal

thanks a lot,
3% of that day volume?

[Pascal]

thanks a lot,
3% of that day volume?

I checked and it is 5% of the day volume!
For the RT Effective Volume, of course the volume used for the 5% cut-off calculation is the trading volume upto calculation time.


Pascal