RE: [Algorithm Trading #6] Candle chart from historical data

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[Algorithm Trading #6] Candle chart from historical data

in trading •  8 years ago 

Trading orders are kind of continuous time discrete event. So we may need a lot of data to represent the all order history.
Candle chart is a way of compacting the order history, in such a way that for a certain time (say from 1:00~2:00 am), we record most expensive price, cheapest price and open, close price and trading volume within the time.
There are other kinds of chart such as bar chart or - * chart but nowadays candle chart is most popular.

trading
8 years ago by

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