量化交易系统

MT5-Calculo Ajuste Indice e Dolar na Bolsa B3

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This indicator calculates WIN, IND, WDO and DOL symbols "Adjustment Prices". Adjustment prices are calculated to level all players overnight becaming a meaningful price for next day trade session.

Its formula was produced based on B3 specification e may be 25 points ( WIN / IND ) and 0.5 points (WDO /DOL ) distant from oficial numbers due to brokers slippage.

To calculate WDO/ DOL it is used volume weighted price from 15:50 to 16:00.

To calculate WIN / IND it is used volume weighted price from 17:00 to 17:10.

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https://t.me/joinchat/uqYoaoAdKxw3ZDlh