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