Volume

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Spikehog
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Volume

Postby Spikehog » 17 May 2017

Hello, I want to make use of the built-in function: Volume to do analysis on intraday volume. The problem comes as I run it on current session. There is a discrepancy between values of the chart and output of the powerlangauge editor. Here is the example at 1515 on 17/5/2017 the volume was 3,318 as per the Data Window and was 2,863 as per Output Window (please see files attached). I used the built-in Volume indicator to get the result and the coding is as following:

Code: Select all

if BarType >= 2 and BarType < 5 then
Plot1( Volume, "Volume" )
else
Plot1( Ticks, "Volume" ) ;
If Date = 1170517 and symbol = "HSIK17" and barstatus =2 then Print(DateTimeToString(dateTime), " ", Volume);
Anyone knows if I did something wrong? Thanks!
Attachments
Volume1.PNG
Data Window
(105.55 KiB) Downloaded 467 times
Volume2.PNG
Output Window
(30.83 KiB) Downloaded 467 times

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TJ
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Re: Volume

Postby TJ » 17 May 2017

Please go to Wiki and look up the definition of the following keywords:

TICKS
VOLUME



Please go back to your indicator and observe how these two keywords are used in the code.

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arnie
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Re: Volume

Postby arnie » 17 May 2017

Take notice that the daily volume the data feed shows is coming directly from the exchange and usually that daily volume include not only futures but also options volume.
The volume you're collecting directly from the chart is futures only.
You will always see that discrepancy no matter which data feed you use.


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