How to access "Trade Volume"?
Doesn't exist since there is no central market for Forex.
Doesn't exist since there is no central market for Forex.
What do you think about this idea? Do you think this is possible so far?:
knowing the knowledge of price producing,
reverse engineering the scenario.
I mean if we know the exact logic behind price providing, we may generate the trade volume for every single tick based on price movement for both bid/ask and spread. And if we use real tick data for backtest(99% backtest), which means we have bid and spread values for each tick, then it might be possible to regenerate trade volume for that source of price(for example Dukascopy). It's not perfect to have trade volume for just 1 source but that is much better than just knowing tick volumes.
Do you think this is somehow possible? If so, where should I begin with?
iVolume(timeframe)
That returns the tick volume, not the trade volume.
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Hi guys,
As you may know, Volume[i] indicates "tick volume" rather than "trade volume". So we can access only to how many times the price changes.
Does anyone know how to access to "Trade Volume" of each candle? Is there any way that does the trick? For past and live candles.
Any advice is appreciated,