Hi,
I was thinking to test a new strategy for horse racing but in order to make it work I would need to have a new selection variable:
matched_volume_[seconds]
That means I would like to know how much money was matched on a selection over a certain period of time, no matter at what price, just the accumulated amount of all matched bets in the market.
If it was possible another variable would be nice:
matched_volume_[price range]
This variable should return how much money was matched at a selection within a certain price range. For example we specify price range is between 2.0 and 3.0 and the variable returns the matched volume within this range.
This variable could give good indications to find the right entry and exit point for a trade.
I hope welldone can have a look at it.
Cheers,
bamthwok
