Description Usage Arguments Author(s) Examples
The auxiliary function b_tv_t for constructing volume imbalance bars. The first b_tv_t is assigned the value 0 because no information is available
1 | imbalance_volume(dat)
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dat |
dat input with at least the following columns: Price, Size |
Larry Lei Hua
1 2 3 4 | set.seed(1)
dat <- data.frame(Price = c(rep(0.5, 4), runif(10)), Size = rep(10,14))
b_tv_t <- imbalance_volume(dat)
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