Author

Posts
07/11/2016 at 7:23 AM #10383 quote

minmax
Participant

Average

Is there a way to differentiate between buy and sell volume in code?

i.e. if buy volume > X then buy market, if sell volume > X then sell market

Also, can you tell me what figure the volume on Prorealtime is based on? Does it come from the market or is it Prorealtime clients?

Regards

Steve

07/11/2016 at 6:01 PM #10401 quote

Nicolas
Keymaster

Master

Currently, Volumes of buy and sell orders cannot be retrieved with code, sorry.

07/11/2016 at 10:07 PM #10406 quote
mr.brymas
Participant

Average
```
// Conditions to enter long positions
indicator1 = Volume
c1 = (indicator1 > 200000)


IF c1 THEN
BUY PositionSize SHARES AT MARKET
ENDIF

// Conditions to enter short positions
indicator2 = Volume
c2 = (indicator2 < 200000)


IF c2 THEN
Sellshort PositionSize SHARES AT MARKET
ENDIF
```
Beware that the volume function is stil in some kind of beta stage so there´s not more than a couple of days with volume-data for example DAX.
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Differentiating between buy/sell volume

ProOrder: Automated Strategies & Backtesting

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minmax @minmax Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by mr.brymas
9 years, 7 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/11/2016
Status:	Active
Attachments:	No files

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Differentiating between buy/sell volume

Differentiating between buy/sell volume ProOrder: Automated Strategies & Backtesting

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