Oct 20, 2020
Well, the candlestick chart should absorb HFT volatility inside the candles, so you shouldn’t worry about it too much, because bands are calculated on the close price of each candle.
Written by Gianluca Malato
Theoretical Physicists, Data Scientist and fiction author. I teach Data Science, statistics and SQL on YourDataTeacher.com. E-mail: gianluca@gianlucamalato.it