Backtest with Volume Data

Created at 15 May 2021, 06:33
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Fron

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Joined 08.01.2020

Backtest with Volume Data
15 May 2021, 06:33

Yo Team, 

 

is there a way to retrieve volume data when running a backtest? I working on a order book indicador but seems like the volume data is not showing up

 

 

cheers

@Fron
Replies

PanagiotisCharalampous
17 May 2021, 08:43

Hi Fron,

Volume data is available for each bar. Check Bar.TickVolume.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

parkermark446
06 Apr 2024, 13:49 ( Updated at: 07 Apr 2024, 05:30 )

RE: Backtest with Volume Data

PanagiotisCharalampous said: 

Hi Fron,

Volume data is available for each bar. Check Bar.TickVolume.

Best Regards,

Panagiotis 

Join us on Telegram

That's not the volume data of each bar,it's the amount of price changes within the candle (ticks) 

Is there a way of getting true volumes of Ticks ie 10 tick chart 10 orders but how big or small are these orders?? The only reference we have is how large the candle is compared to previous 

@parkermark446

PanagiotisCharalampous
07 Apr 2024, 06:17

RE: RE: Backtest with Volume Data

parkermark446 said: 

PanagiotisCharalampous said: 

Hi Fron,

Volume data is available for each bar. Check Bar.TickVolume.

Best Regards,

Panagiotis 

Join us on Telegram

That's not the volume data of each bar,it's the amount of price changes within the candle (ticks) 

Is there a way of getting true volumes of Ticks ie 10 tick chart 10 orders but how big or small are these orders?? The only reference we have is how large the candle is compared to previous 

Hi there,

Real volume is not available in OTC markets.

Best regards,

Panagiotis

@PanagiotisCharalampous
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