lt_ma variable

Hi,
I noticed that lt_ma sometimes reaches unrealistically low values. For example, it is the case of greyhound markets where some selections begin to be traded a few minutes before the off. If the market history depth is too long (10 minutes is sometimes too long) the computation of lt_ma takes into account also 'zero' prices. Is it possible to include into the computation only real last traded prices >=1.01 (i.e., to compute lt_ma from the momemt when trading begins)?

mkas

That's pretty reasonable I think, so exclude all zero values from the computation.
Can anyone else support mkas in this suggestion?

Hi
Yes - I agree with that.

Fine, then I don't have any objections to making this fix.

Thx. I appreciate your quick response .

mkas

Check out the new version.