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Thread: Dealing with block orders

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  1. #1
    Join Date
    Dec 2013
    Location
    Poland
    Posts
    11

    Dealing with block orders

    Hi Pascal,

    Sometimes at the last minute of the day there is a large volume of shares traded. I guess they are block orders. But this high volume has a big impact how the EV looks. It is jumping up and down with big gaps.
    I was thinking about to do some filtering on volume. Right now i cut off the volume which is bigger then some given threshold (calculated for every single day).

    Here is the result: Name:  EV.gif
Views: 116
Size:  37.3 KB

    After filtering EV looks much better and is more readable.

    Is it a good idea at all to filter the volume or is there another way to deal with it?

    Regards

    Jarek

    P.S

    PZU is from Warsaw Stock Exchange
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