TradingView
nemozny
13 Th06 2019 15:34

Futures - Measure and compare volatility in USD 

Corn FuturesCBOT

Mô tả

Dollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents. So this is a dirty fix.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (ATR = 6) volatility 30,000 USD instead of the correct 300 USD.
For all other futures is used the default syminfo.pointvalue.
Thêm nữa