Anchored TWAP [NeoButane]

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描述

⋅ 2020年12月26日下午2點47分

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.

評論

aydincansizoglu

⋅ 2022年12月29日下午2點43分

can you make the standard deviation bands as well

blackcat1402

⋅ 2020年12月26日下午3點45分

is that similar to MIDAS?

NeoButane

⋅ 2020年12月26日下午3點57分

@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.