Visual Basic (Declaration) | |
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Public Overloads Shared Function TypicalPrice( _ ByVal s As Series _ ) As Series |
Visual Basic (Usage) | Copy Code |
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Parameters
- s
- The financial series.
The typical price is just the arithmetic average of the high, low and closing price for the trading period considered. Generally speaking the period considered will be a single trading day, however the typical price is equally applicable to other time spans and hence the period considered could be (for example) a month or year.
Applications
The Typical Price is often used in place of the closing price in the development of trading systems in which either another intra-day system is used from the intra-period timing of trades, or when the trading party is given discretion on intra-period trading decisions.