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Separating bid/ask volumes for candles
Polinsky600
 Post subject: Separating bid/ask volumes for candles Post rating: 0   New post Posted: Sun 02 Jun, 2013, 22:28 

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Hi,

I want to sum x periods worth of bid and ask volumes separately. I see that last_candle can get the data for bid and ask volumes separate, but having trouble adding to a loop function as current candle only returns total volume.

More specifically I want to sum say the previous 4, 10 second candle's bid and ask volumes separately, and compare their sum together. I think it might be possible but a little unsure on how to code it creatively, so some guidance would be great!

Thanks

Ben
 
Para
 Post subject: Re: Separating bid/ask volumes for candles Post rating: 0   New post Posted: Mon 03 Jun, 2013, 07:50 
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Maybe you could post the piece of strategy already written?
 
Polinsky600
 Post subject: Re: Separating bid/ask volumes for candles Post rating: 0   New post Posted: Mon 03 Jun, 2013, 09:54 

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Sure, here is the code I am using, and the problem I am facing:

last_candle_bid and ask don't loop.

on_candle volume doesnt separate bid and ask volumes.

As always thanks for your help!!


Attachments:
ten_second_bid_ask_ma.vfs [23.57 KiB]
Downloaded 264 times
Untitled.png [184.52 KiB]
Downloaded 386 times
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Para
 Post subject: Re: Separating bid/ask volumes for candles Post rating: 0   New post Posted: Tue 04 Jun, 2013, 10:16 
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Hello

Here is a strategy that calculates the cumulated volumes for the last 4 10 minutes candles for ASK and BID separatly.

Than it compares them.

And if volume ASK > volume BID than it opens a LONG position, otherwise it opens a short position.

Than it rings an alert and STOP the strategy.

The screenshots are in the nexy post.


Attachments:
Capture.JPG [127.04 KiB]
Downloaded 306 times
Volume_ASK_BID.vfs [36.82 KiB]
Downloaded 303 times
Capture.JPG [127.04 KiB]
Downloaded 291 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
Para
 Post subject: Re: Separating bid/ask volumes for candles Post rating: 1   New post Posted: Tue 04 Jun, 2013, 10:21 
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Here are the screenshots:

Image Image


Attachments:
Capture.JPG [127.04 KiB]
Downloaded 517 times
Capture2.JPG [18.44 KiB]
Downloaded 478 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
Polinsky600
 Post subject: Re: Separating bid/ask volumes for candles Post rating: 0   New post Posted: Tue 04 Jun, 2013, 19:46 

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Awesome, thanks for the code!

Ben
 
Para
 Post subject: Re: Separating bid/ask volumes for candles Post rating: 0   New post Posted: Wed 05 Jun, 2013, 07:38 
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Joined: Fri 12 Apr, 2013, 14:08
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You are welcome

Do not hesitate to come back.
 
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