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How is brick size calculated?

Scheduled Pinned Locked Moved Ask Definedge Team (Subject related)
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  • M Offline
    M Offline
    Money Maker
    wrote on last edited by
    #1

    I know that the size of the the next brick is 1% of previous brick if the size you have chosen is 1% but if you keep regressing it back then where is the starting point? Is the starting price from which all successive brick sizes calculated assumed to be the price at which the stock was first traded when it IPO'd?

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  • M Offline
    M Offline
    Money Maker
    wrote on last edited by
    #2

    No, it wasn't. What base is used to calculate the logarithm wasn't mentioned. Even after values have been converted to logarithm you have to choose what box size you would equate to whatever % you want to work with.

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