Portfolio Trader, ASCII data and Volume data  [SOLVED]

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The9000
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Portfolio Trader, ASCII data and Volume data

Postby The9000 » 21 May 2016

I have a data set that is 2 minute bars with volume data that I imported through the Quote Manager. However there is no volume data in the Portfolio Trader with my signals that use volume data analysis. To confirm, I printed the volume data to the console, bar-by-bar, and it's all 0.

However if I open a chart in MC, add a volume indicator and use the same data set, the volume data is there and shows up. I tried both trade volume and tick volume, and both result in 0.

Any ideas?

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Henry MultiСharts
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Re: Portfolio Trader, ASCII data and Volume data

Postby Henry MultiСharts » 23 May 2016

Hello The9000,

You need to compare the source code of the prebuilt Volume indicator with your own code.

The9000
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Re: Portfolio Trader, ASCII data and Volume data

Postby The9000 » 23 May 2016

Hi Henry,

If I replaced the ASCII data with IQFeed data, the volume data shows up in Portfolio Trader.

I added a line of code that is print("Volume = ", volume) to print the volume to the console and the result is 0. With IQFeed data, the correct volume shows up. With ASCII, it's 0 for all bars.

Tony

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Henry MultiСharts
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Re: Portfolio Trader, ASCII data and Volume data

Postby Henry MultiСharts » 24 May 2016

Hello Tony,

Have you tried using the Ticks reserved word instead of Volume?
Please also make sure you have the volume data in the Edit Data window of the QuoteManager.

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Re: Portfolio Trader, ASCII data and Volume data  [SOLVED]

Postby The9000 » 08 Jun 2016

Thank you Henry. Replacing Volume with Ticks works on the ASCII data.


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