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By jaguar1637 1596 days ago Comments (2)

from a formula shown on ProRealtime

peaks show end of equilibrium


  • jaguar1637 1426 days ago

    This is formula I have created 

    Equilibrium_price[i] = (Bid*(VolumeBid/VolumeAsk+VolumeBid)) + (Ask*(VolumeBid/VolumeAsk+VolumeBid))

  • jaguar1637 1413 days ago

    even if the alpha is positive and tiny, it would be more appropriate to use a variant of this formula, means

    Equilibrium_price[i] = (Bid*Volume +Ask*VolumeBid) /(VolumeAsk+VolumeBid)