Anchored TWAP [NeoButane]

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Описание

⋅ 26 дек 2020 г., 14:47

TWAP with the option to anchor it to a specified date.

Options to configure are year/month/day/hour and a toggle for labeling the anchor point.

Комментарии

aydincansizoglu

⋅ 29 дек 2022 г., 14:43

can you make the standard deviation bands as well

blackcat1402

⋅ 26 дек 2020 г., 15:45

is that similar to MIDAS?

NeoButane

⋅ 26 дек 2020 г., 15:57

@blackcat1402, the output is from a different source. For the MIDAS I looked up, that uses bar index and this uses time.

MIDAS looks interesting. It serves a purpose by finding S/R. This is, for lack of a more descriptive term, is frame of time based analysis.

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