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Using "N" days of data per Period


  • To: "Equis International" <support@xxxxxxxxx>
  • Subject: Using "N" days of data per Period
  • From: "John Sellers" <ay286@xxxxxxxx>
  • Date: Sun, 15 Jul 2001 20:01:55 -0700

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I have been saving 
my data in an normal sequence until I experience a holiday like July 4. Then I 
have skipped this date and continued to record data. That is: data for July 2, 
July 3, July 5, July 6, July 9 ... If I use a period of three days to compress 
for each data plot. How does your software handle this? Is this different 
from plotting data with the inserted holiday code?
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I believe the last 
three days data to compress on July 5 would include July 5, July 3 and July 2. 
For data prices it would result in a high, low, last and open based on the last 
three days data would be considered as occurring in one day. Also the absolute 
volume would be accumulated for those three days.
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Would you please 
explain how your software performs this function. I am using a formula to 
accumulate the last three days of absolute Volume and then dividing by three, 
these values are then plotted. I have observed these plots do not conform to 
daily plots of volume. Is this possibly an error in my software 
loaded?