Hi Guys, I'm using iqfeed. sometimes I got spike volume/price data, especially for continuous future contracts (eg. last night I got 10M as a minute volume value). Does anyone have the same experience? if so, what do you do? I was think about a filter like:
averageVolume = ref( sum( volume, 5 ), -1 ) / 5; volume = iif( volume > averageVolume * 4 , averageVolume, volume ); but, I'm afraid that this is gonna exhaust my already limited computing power... any suggestion? Thank you in advance. Eric
