Thanks Limbic, but I'm not sure this approach will find the best solution. I know that, for the given example, there is a selection which gives a maximum error in all buckets of 0.0001754 (3 bucket averages being exactly the average).

Although this approach looks correct, often the best solution will be some blend of fragments which this methodology will not find. I'm thinking some kind of brute-force method may be even better, but still working on options.

In reply to Re^2: Average Price Algorithm by camelcom
in thread Average Price Algorithm by camelcom

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