Author Topic: Traded volume at price  (Read 4512 times)

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Traded volume at price
« on: 14 Dec 2015, 13:25 »
Hi

Having trouble identifying the traded volume at price points relative to the current back_price.

I am wanting to use the traded_{price} function (eg. traded_4.5 for vol traded at price of 4.5) but it does not appear to work with the r_ticks function.
eg. I would like to use the traded volume at the price 2 ticks below the current back_price
but using traded_r_ticks(back_price,-2) does not seem to work.

Is this a syntax issue on my part or are the traded_{price} and r_ticks functions not compatible?

  • Élite
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Re: Traded volume at price
« Reply #1 on: 14 Dec 2015, 14:32 »
hi
try    r_ticks(s_4_traded_(back_price),-2)
s=index number
4=index 4
to use rank as a selection
change the s to r
r=rank
if you do not include s or r , then the traded_back_price will be for the index number 1


mcbee
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Re: Traded volume at price
« Reply #2 on: 15 Dec 2015, 13:34 »
Thanks for the quick response.

I've tested the formulas but there is a problem - all three of the functions below return the same value - that of the traded volume on the favourite's current back price:

r_1_traded_(back_price)
r_ticks(r_1_traded_(back_price),2)
r_ticks(r_1_traded_(back_price),3)

Is there an alternative way to differentiate between traded vol at tick offsets?

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Re: Traded volume at price
« Reply #3 on: 15 Dec 2015, 14:10 »
hi
in the settings , general options , tick   Load traded volume for all prices.


mcbee
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Re: Traded volume at price
« Reply #4 on: 15 Dec 2015, 20:49 »
Yes - this was with 'Load traded volume for all prices' was already ticked.

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Re: Traded volume at price
« Reply #5 on: 16 Dec 2015, 18:01 »
Hi
Just to chip in, I tested this and confirm the same problem.

traded_r_ticks(back_price,2) is not returning the correct value
and
r_ticks(s_1_traded_(back_price),2) returns the correct value for traded_back_price

Screenshot attached for Support.
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Re: Traded volume at price
« Reply #6 on: 19 Jan 2016, 10:15 »
Hi again


What is the process for requesting this problem to be fixed in the next release?

  • Tim Vetrov
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Re: Traded volume at price
« Reply #7 on: 20 Jan 2016, 14:25 »
r_ticks is not a prefix but a "function".
So it's not a bug. Please follow MarkV's suggestions.
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Re: Traded volume at price
« Reply #8 on: 20 Jan 2016, 15:39 »
Tim
Sorry, I'm confirming the problem identified by jupiter.

How to determine the traded volume x ticks away from back_price?

Using r_ticks and traded_{price} returns incorrect values
e.g.
traded_r_ticks(back_price,2)
r_ticks(s_1_traded_(back_price),2)
both return incorrect values

mcbee's suggestion also returns incorrect values.

Load traded volumes for all prices is switched on in the settings.

cheers
Mark
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Re: Traded volume at price
« Reply #9 on: 17 Feb 2016, 07:23 »
Hello!

I have added the ability to attach r_ticks(price, ticks) to the traded variable in the latest version.
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Re: Traded volume at price
« Reply #10 on: 17 Feb 2016, 08:27 »
Thank you Oxa.
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