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Posts Made By:
Fat Tails
Forum:
NinjaTrader
January 9th, 2011, 05:47 PM
Replies:
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Indicator to show average tick size
Views:
7,361
Posted By
Fat Tails
The average trade size for a 3,500 tick bar would...
The average trade size for a 3,500 tick bar would be the total volume of the bar divided by 3,500. The 3,500 does not change from one bar to the next, so it is sufficient, if you put just a volume...
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January 9th, 2011, 05:47 PM
