Coding the Active Boundaries indicator

[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