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ngan82

How does DAS calculate RVOL?

By ngan82, in Bear Bull Traders - Members Only!

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ngan82    1

ngan82
Posted (edited)

Does anyone know how DAS calculates RVOL, i.e. how many time periods it includes, does it use time of day from previous days or intraday only (for e.g. RVOL at 10:00 am is calculated based on VOL from previous 12 days at 10:00 am. Maybe it uses previous 12 1-min or 5-min VOL or something else)?

Thanks.

Edited by ngan82
clarity

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