Just on that chart of bot trading I posted on the algo thread...
they switched on the machines for the open HR and closing HR of that day ..and did all the trading at the High of day and the low of day..
now say you bought 1000 lots at the high and 1000 lots at the low , you ended up net long 2000 at the average price ..
ie 1000 at 40( the high ) and 1000 at 20 ( the low) ...you where net long 2000 at 30..
the avreage price for the session ..
it not that simple but thats ruffly how it works..
Just on that chart of bot trading I posted on the algo...
-
- There are more pages in this discussion • 13 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
Add XJO (ASX) to my watchlist
 (20min delay)
|
|||||
|
Last
7,822.3 |
Change
-9.500(0.12%) |
Mkt cap ! n/a | |||
| Open | High | Low |
| 7,831.8 | 7,831.8 | 7,807.7 |
| XJO (ASX) Chart |