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| Discrepancy between volume retrieval methods |
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m1nich
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| Post subject: Discrepancy between volume retrieval methods |
Post rating: 0
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Posted: Tue 02 Aug, 2016, 10:50
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User rating: 1
Joined: Thu 23 Jun, 2016, 11:36
Posts: 45
Location: AustriaAustria
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Hi - there are 2 methods by which volume can be obtained. One is the volume box in the indicators menu. The other is through the GetHistoricalCandle. These should give the same values shouldn't they?
However I began to note that when I was running a strategy that obtained the volumes from the volume box selected from the indicators menu, the actual values sometimes differed from those in the chart. So I wrote the attached to compare the volume values from the volume box (shift 1) and the GetHistoricalCandle box (shift 1).
The Result: I found that the GetHistoricalCandle method correlates all the time with the volumes displayed on shift 1 on the chart (10sec EURUSD). However, this is not the case for the value from the volume box. In fact, about 10% of the time the values were different. Try running the attached for about 20 onCandle signals, and compare the outputs to see what I mean.
| Attachments: |
VolumeTest.vfs [28.03 KiB]
Downloaded 125 times
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amine_chourou
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| Post subject: Re: Discrepancy between volume retrieval methods |
Post rating: 0
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Posted: Fri 05 Aug, 2016, 13:01
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| Visual JForex expert at Dukascopy |  |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
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Hi,
Thanks for drawing this into our attention.
I believe that the indicator's volume (what you call box) is calculated slightly different compared to the traded volume retrieved from every correspondent candle. I'll get the exact way of calculation to check this thoroughly and get back to you.
Cheers
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m1nich
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| Post subject: Re: Discrepancy between volume retrieval methods |
Post rating: 0
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Posted: Fri 12 Aug, 2016, 20:06
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User rating: 1
Joined: Thu 23 Jun, 2016, 11:36
Posts: 45
Location: AustriaAustria
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Hi - was there any new information on this.
thanks.
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