Is there a way to obtain the volume ratio to determine if it was up or down side for a specific equity or futures?
Thanks
Is there a way to obtain the volume ratio to determine if it was up or down side for a specific equity or futures?
Thanks
i found a "Volume Ratio" solution :
data.loc[data.index[:20], 'Volume Ratio'] = 0
data.loc[data.index[20:], 'Volume Ratio'] = (data.loc[:20:, 'acend'].rolling(window=20).sum() / (data.loc[:20:, 'Volume'].rolling(window=20).sum() - data.loc[:20:, 'acend'].rolling(window=20).sum()) * 100
and I'm looking to study what's a Pipeline from document page one ...