Hi guys, I'm digging into code (deeper every day) and there is one thing I'm not sure if I understand....
Price is calculated as mean of top level prices on bid and ask side... that's OK.. but on the balance side, balance is summarized information of high and low balance... where high balance increases as soon last balance is higher, and low balance decreases as soon as last balance is lower... so high and low balances are getting lower and higher, respectively.... and together they measure the biggest gap or the biggest book disbalance... is my understanding OK? one thing I definitely don't understand is where high and low balances get reseted.. otherwise, they would saturate over time and wouldn't change??? please... calirification is highly appreciated Thanks --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
