Open goodboy opened 2 years ago
Goes in tandem with #265 and likely should be part of our built-in vlm fsp subchart.
To start I think an on balance volume fsp which sums the dark trades would be enlightening:
I'd like to also see if we can make a shorter windowed imbalance metric that tries to eval volume that is used to move the price (by clearing on the ask vs. bid) and then use that to drive a curve over the price chart.
Goes in tandem with #265 and likely should be part of our built-in vlm fsp subchart.
To start I think an on balance volume fsp which sums the dark trades would be enlightening:
I'd like to also see if we can make a shorter windowed imbalance metric that tries to eval volume that is used to move the price (by clearing on the ask vs. bid) and then use that to drive a curve over the price chart.