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more volatilty

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Miha Kralj
2026-02-02 13:42:47 -08:00
parent dde19f2226
commit a03d7aa0ce
89 changed files with 21551 additions and 438 deletions
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lib/volume/eom/Eom.cs
+2 -2
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@@ -105,7 +105,7 @@ public sealed class Eom : ITValuePublisher
if (priceRange > 0 && volume > 0)
{
double boxRatio = (volume / _volumeScale) / priceRange;
rawEom = boxRatio != 0 ? midPointChange / boxRatio : 0.0;
rawEom = Math.Abs(boxRatio) > 0 ? midPointChange / boxRatio : 0.0;
}
else
{
@@ -293,7 +293,7 @@ public sealed class Eom : ITValuePublisher
if (priceRange > 0 && volume[i] > 0)
{
double boxRatio = (volume[i] / volumeScale) / priceRange;
rawEom[i] = boxRatio != 0 ? midPointChange / boxRatio : 0.0;
rawEom[i] = Math.Abs(boxRatio) > 0 ? midPointChange / boxRatio : 0.0;
}
else
{