December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Dollar bars
When asset prices change significantly or after stock splits, the value of a given amount of shares changes. Volume bars do not correctly reflect this and can hamper the comparison of trading behavior for different periods that reflect such changes. In these cases, the volume bar method should be adjusted to utilize the product of shares and price to produce dollar bars.