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#3 (permalink)
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Posts: 2,230 since Apr 2013
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easyphoto,
you will likely have to utilize a 1 tick chart here as otherwise you might not be able to accurately access the volume at each price. This could, depending on the platform, be an additional data stream or otherwise you could internally build 300 tick bars out of the 1 tick data within your indicator.
Regards,
ABCTG
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