Re: average size in tick charts

["Steve Guiot" <guiot@xxxxxxx>]

If by average size you mean range, then this should work.
 
Var:
 TotBars(0),
 PrevDayAvgBarRange(0),
 MyBarNum(0),
 PastBarNum(0),
 LookBack(5000);
 
If Date<>Date[1] then
     MyBarNum = Barnumber[1]
else 
     myBarNum = myBarNum[1];
 
 
If Date<>Date[1] then
     PastBarNum = myBarNum[MRO(Date <> Date[1], LookBack, 2)];
 
 
If Date<>Date[1] then
     TotBars = MyBarNum-PastBarNum
else
     TotBars = TotBars[1];
 
 
If Date<>Date[1] then
     PrevDayAvgBarRange = Average(Range, TotBars)
else
     PrevDayAvgBarRange = PrevDayAvgBarRange[1];
 
 
Plot1(PrevDayAvgBarRange,"AvgBarRange");
 
 
 
 
 
-------Original Message-------
 
From: Shraga(Feivi-Philip)
Date: Friday, December 12, 2003 2:14:07 AM
To: Omega-list@xxxxxxxxxx
Subject: average size in tick charts
 
HI everyone,
 
I'm trying to figure out the daily average size of bars in an intraday tick 
chart. Problem, of course, is that I can't specify how many bars to look at 
in the average, because with tick charts the number isn't static. Any ideas?
 
TIA
 
Philip
 
 
 
.