VEL with gap adaptation

We enhanced VEL to include an option that allows VEL to ignore price gaps. The user can specify any logic to designate which gaps should be ignored.

The chart shows VEL that has been instructed to ignore all gaps occuring between one day and the next. Note how the gap has no apparent affect on analysis.

In comparison, when VEL is not given such instructions, we see on the bottom line the effect this gap can produce.

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