Our procedure splits the volume in

Our procedure splits the volume in a time bar equally between buy and sell volume if there is no price change from the beginning to the end of the time bar. Alternatively, if the price increases, the volume is weighted more toward buys than sells, and the weighting depends on how large the price change is relative to the distribution of price changes.
A key difference between bulk classification and the Lee-Ready algorithm is that the latter signs volume as either buy or sell, while the former signs a fraction of the volume as buys and the remainder as sells.13 In other words, the Lee-Ready algorithm provides a discrete classification, while the bulk algorithm is continuous. This means that even in the extreme case that a single time bar fills a volume bucket, volume may still be perfectly balanced according to bulk classification

結果 (中文) 1:

我们的程序拆分中平分买个时间栏的卷并出售量，如果没有价格变化从一开始到结束的时间栏。或者，如果价格上涨，该卷更倾向于买比卖，并加权取决于价格的变化与分布的价格变动有多大。大容量来和李准备算法之间的关键区别是，后者迹象卷作为买入或卖出，而前者体积分数作为购买和其余部分作为签订 sells.13 换句话说，李准备算法提供离散的来，虽然大部分算法是连续的。这意味着，即使在极端情况下单时间栏 fills 一卷桶，卷可能仍然是完全按照平衡批量来

結果 (中文) 3:

我们的程序在一个时间条中分割的体积相等的买入和卖出量之间，如果没有价格的变化，从开始到结束的时间吧。另外，如果价格上涨，成交量比出售的更为加权，加权取决于价格的变化是相对于价格变化的分布。体分fi阳离子和Lee Ready algorithm之间关键的区别是，后者的标志量为买入或卖出，而前者的迹象，一小部分的体积为购买和其余的换句话说sells.13，Lee Ready algorithm提供了一个离散的分类fi阳离子，而大部分算法是连续的。这意味着，即使在一个单一的时间吧fiLLS卷桶的极端情况下，体积仍可能是完美的平衡，根据本体分类fi阳离子