Rank: Newbie
Groups: Registered, Registered Users
Joined: 7/20/2007(UTC)
Posts: 5
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Dear all,
I'd like to build the Smart Money Index using the intraday data of the volume. The formula of the original index should be: change in the last hour of the trading day - change in the first half hour of the trading day. Then cumulate it.
Using 15 minute data, starting at 9.15 (first aviable data) and ending at 17.40 (last aviable data) how can I build it?
Thanks in advance.
Molfetta
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