![]() VolumeVwapSum = compoundValue(1, volumeVwapSum + volume * vwap, volume * vwap) VolumeSum = compoundValue(1, volumeSum + volume, volume) PeriodIndx = roundDown(yyyyMmDd / 100, 0) ĭef isPeriodRolled = compoundValue(1, periodIndx != periodIndx, yes) PeriodIndx = Floor((daysFromDate(first(yyyyMmDd)) + getDayOfWeek(first(yyyyMmDd))) / 7) TimeFrame = timeFrame.WEEK and cap >= AggregationPeriod.MONTH Īssert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period") TimeFrame = timeFrame.DAY and cap >= AggregationPeriod.WEEK or
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