Research method
OHLC bar construction
OHLC bar construction is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Order book, spread, volume, auction and trading costs
- Horizon
- Seconds to the order life cycle
- Best use
- Choose an executable order and account for implementation cost.
- Input: Order book, spread, volume, auction and trading costs.
- Output: filter.
- Use boundary: Choose an executable order and account for implementation cost.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Session analysis6 readings
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.