ADD tickvolumes to Renko and Range instead of the standard 1
Created at 01 Mar 2021, 12:16
ADD tickvolumes to Renko and Range instead of the standard 1
01 Mar 2021, 12:16
Astonishing but true. Tickvolumes are NOT supported in Renko or RangeBars and therefore always be set to 1.
A very valuable piece of information for all priceAction traders is missing and renders these bars quite useless.
We were already wondering why some of our PA bots were not working in some cases. Now we know why!
Suggestion:
ADD tickvolumes to Renko and Range A.S.A.P.
cTrader Automate
@Shares4us
scotpip
08 Sep 2024, 15:24
Still not fixed in late 2024!
I've just run into this. Like you, I had to figure out why my algo was broken…
It's ugly, but at the time of writing they still haven't fixed it (Sept '24)! I posted a query about it some time ago on the Algo section of the forum, but no response to date.
I did figure out a workaround. We have the OnTick() event both live and backtesting. So I wrote a little class to keep track of the volumes that way. Ugly and little absurd, but it does the job.
Ironically, they DO provide the tick volume in the tick bars, where the are quite useless…
@scotpip