Tweet
Hi there, is there an existing study that is back testable that shows the historical volume that traded as the bid was hit or the offer was lifted? 2 studies - One would look similar to a MACD histogram (although it has nothing at all to do it) the offer that was lifted would fill the histogram ABOVE the zero line and the bid that was hit driving price lower would be in red BELOW the line.
The second, cumulative change, would show the positive or negative cumulative change in volume (additional for offer lifted) less where the bid is hit.
I've seen the excellent real time efs's - they are very useful for realtime but need modification for algorithmic testing.
Thanks in advance for your very helpful responses.
The second, cumulative change, would show the positive or negative cumulative change in volume (additional for offer lifted) less where the bid is hit.
I've seen the excellent real time efs's - they are very useful for realtime but need modification for algorithmic testing.
Thanks in advance for your very helpful responses.