if (Close[0] > last)
upVol += tradeVol;
else if (Close[0] < last)
dnVol += tradeVol;
Does it mean that when somebody buys 10 contracts at 820.1, and the next 5 contract are also bought at 820.1, this second 5 contract trade will be ignored and not added to indicator value?
Thanks,
reddudke
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