I ve noticed current marketscope averages, bollingers and other such calculations that I use differ from my maunual verification calculations. I tried a bit of reverse math engineering to try to chase out the cause of the dicrepancy and it looks the reason appears to be the use of Asian session as an extra number added to the denominator as an extra day throwing the true 5-daysessions trading week off. I expect trading sessions begins in Tokyo and ends with NY close adding to a total of 5.
Comments , solution ? Thank you.