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Direct MessagesDate/Time: Sun, 19 May 2024 10:21:37 +0000
Post From: Orderflowanalytics-style reversal bars.
| [2015-09-04 16:14:53] |
| ejtrader - Posts: 688 |
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Zdislav - I haven't had a chance to review the full study or had a chance to review the full code :) However - One of the options I can think of - Check the momentum conditions only if the bar is closed as marked below. PS: Was actually waiting for the volume cluster code as well before taking up on the full review of the code ;) thanks // Downside of checking this - it doesn't print the momentum bars in real-time for the very last bar. if (sc.GetBarHasClosedStatus(sc.UpdateStartIndex) == BHCS_BAR_HAS_NOT_CLOSED) return; for (int Index = sc.UpdateStartIndex; Index < sc.ArraySize; Index++) { const s_VolumeAtPriceV2 *p_VolumeAtPrice; ...... ..... } Date Time Of Last Edit: 2015-09-04 16:28:53
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