Variable List Abbreviation: PriceTrend-CallVol
Variable Mode(s): Futures2
[ Note: appears in indicator list only after call volume selected ]
Parameter(s): PriceTrend-CallVol time periods
Description:
Sum of price changes weighted by call volume. The weighting causes price changes during times of high call volume to have more significance then price changes during times of low call volume.
Calculation:
Sum over n (time periods) time periods of
call volume * (close - previous close)
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