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Buying and Selling Volume on Tradestation


Discussion in EasyLanguage Programming

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Buying and Selling Volume on Tradestation

  #1 (permalink)
rabidm3
Chicago, IL
 
Posts: 2 since Nov 2020
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Does anyone know if there is a way to figure out Buying and Selling Volume using EasyLanguage on Tradestation?

I want to incorporate this into my strategy, but cannot easily find anything in the manual or online on the forums.

I have found UpTicks and DownTicks, but that gives the number of ticks that went up or down during a time frame, but does not indicate the volume associated with these ticks.

If this was addressed elsewhere, please point it out, I would appreciate it.

Thanks.

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  #2 (permalink)
 SidewalkAerobics 
Los Angels
 
Experience: Intermediate
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rabidm3 View Post
Does anyone know if there is a way to figure out Buying and Selling Volume using EasyLanguage on Tradestation?

I want to incorporate this into my strategy, but cannot easily find anything in the manual or online on the forums.

I have found UpTicks and DownTicks, but that gives the number of ticks that went up or down during a time frame, but does not indicate the volume associated with these ticks.

If this was addressed elsewhere, please point it out, I would appreciate it.

Thanks.

Good question. I am eager to hear the answer.

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  #3 (permalink)
 
ShadowFox's Avatar
 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
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Thats correct upticks/downticks does not take into consideration order size. What about a delta/volume ratio or vice versa? Might give some kind of relationship to bid/ask and volume.

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  #4 (permalink)
 
ShadowFox's Avatar
 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
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Found this a link to a Big Mike thread but I can't link it here...

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  #5 (permalink)
 
ShadowFox's Avatar
 ShadowFox 
CO/USA
 
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Trading: Stocks, Futures
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Need one more post

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  #6 (permalink)
 
ShadowFox's Avatar
 ShadowFox 
CO/USA
 
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Last Updated on November 19, 2020


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