Difference in Tick Volume between cAlgo and cTrader
Created at 21 Oct 2014, 19:44
Difference in Tick Volume between cAlgo and cTrader
21 Oct 2014, 19:44
Hello,
I used the code attached below just to count the tick volume and I noticed that cAlgo only counts the changes in the price on the Bid Price. It should count Bid and Ask price changes. I like to know if this issue regards the platform or the broker (Im currently using the broker FxPro).
Thank you.
using System; using System.Linq; using cAlgo.API; using cAlgo.API.Indicators; using cAlgo.API.Internals; using cAlgo.Indicators; namespace cAlgo { [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class TickCount : Robot { protected int c = 0; protected override void OnBar() { Print("OpenTime= " + MarketSeries.OpenTime[MarketSeries.OpenTime.Count - 2] + " TickVolume= " + c); c = 0; } protected override void OnTick() { c++; } } }
Spotware
22 Oct 2014, 09:14
TickVolume is calculated based on bid changes only. It doesn't depend on Broker. We will consider changing this functionality.
@Spotware