jagin
09-29-2015, 01:27 PM
Hi Pascal,
Sometimes at the last minute of the day there is a large volume of shares traded. I guess they are block orders. But this high volume has a big impact how the EV looks. It is jumping up and down with big gaps.
I was thinking about to do some filtering on volume. Right now i cut off the volume which is bigger then some given threshold (calculated for every single day).
Here is the result: 32401
After filtering EV looks much better and is more readable.
Is it a good idea at all to filter the volume or is there another way to deal with it?
Regards
Jarek
P.S
PZU is from Warsaw Stock Exchange
Sometimes at the last minute of the day there is a large volume of shares traded. I guess they are block orders. But this high volume has a big impact how the EV looks. It is jumping up and down with big gaps.
I was thinking about to do some filtering on volume. Right now i cut off the volume which is bigger then some given threshold (calculated for every single day).
Here is the result: 32401
After filtering EV looks much better and is more readable.
Is it a good idea at all to filter the volume or is there another way to deal with it?
Regards
Jarek
P.S
PZU is from Warsaw Stock Exchange