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One way that I plot an approximation of the average trade
value is to use what I call midbodys.
The midbody of a trading day is the price that is midway
between the open and the close of that day. It does not matter is it is an upday
or downday, the midbody is always positioned halfway between the open and
close. Below is the code for midbodys. Hope this helps. Ron
D
mb= IIf(C>O,(C-O)/2+O,(O-C)/2+C);
----- Original Message -----
Sent: Sunday, February 06, 2005 3:52
AM
Subject: [amibroker] each day's average
trade
Hello,
Maybe someone could help me to build the
curve which reflects each
day's average trade value (in multiple day's
backtest)?
thank you
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