Christchurch, New Zealand
Experience: Beginner
Platform: SC
Broker: IB, BC, Dx Feed
Trading: US Equities
Posts: 428 since Jul 2014
Thanks Given: 471
Thanks Received: 531
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What i'm looking for is an alert to be triggered when price makes a new high or low providing that high/low is also made on the highest volume traded for that day/ session- Ideally i'd like to specify a session time eg 10am-4pm, and also allow for the highest volume to take into account a look back period eg 3 bars. I also want to beable to apply this to both time & tick based charts.
I understand that to get exactly what I require this probably needs to be created in a spreadsheet/ACSIL, however I'm wondering if there's already a study based/ simple code solution I can hack up for this?
"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can" |
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