Support Board

Date/Time: Thu, 09 May 2024 13:50:56 +0000

Post From: BookMap

[2016-05-23 14:23:55] Link To Thread - Link To Post [Go To First Post]
User15952 - Posts: 132
I am not sure if you have used bookmap; First thing BM is independent of trades, it is continuous in time. Think about how powerful that is; there may be times when no trades are occurring but the orderbook is changing, bookmap captures that. Depending on the speed of the market you can zoom in to a continuous stream of milliseconds watching the orderbook. Secondly, even when I set the time to be 1 second your algo show different results to BM. I can clearly see what you are doing vs BM, which is not the same thing. Bookmap is purely an orderbook tool, I suggest you get the trial version and test it out.