Message-ID: <CAGS5yBXV-DJRVDfYoEFuyuR9JHFj8SKrOKSKvTD9woJhFAe+=A@mail.gmail.com>
Date: 2011-09-29T20:12:18Z
From: BBands
Subject: Displaying candle data for thinly traded stocks
In-Reply-To: <CAPUJFCXdHp4QgmPM31U3k4SnRL0+2en4=dkdQUbOEkjpJPCe1A@mail.gmail.com>
Please forgive me for stating the obvious, but... A candle is not
defined for a period in which no trades occur.
jab
On Wed, Sep 28, 2011 at 12:15 PM, Stefan Petry <spetry at quantbench.com> wrote:
> I would appreciate some advice on how to best display candle data for
> sporadically traded stocks.
> Is there any standard or best practice on how to represent a candle during
> which there were zero trades?
>
> The options I can think of are either (i) to draw a candle where OHLC are
> all the same as the closing price of the previous candle or (ii) to not draw
> a candle at all.
> If (i) turns out to be the right answer, which price would you use for the
> periods prior to the first trade?
>
> Thanks a lot!
> Stefan