Nov 22, 2014
Quantile based signed volume analysis indicator
Quantile based signed volume analysis indicator
The principle is the following :
- if the price is above the up quantile positive volume is added - if the price is bellow the down quantile negative volume is added - otherwise volume is ignored
Corcoran uses 90% for up quantile and 10% for low quantile when he mentiones them and uses 20 as a default calculation window At a first glance it looks good.
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