@emr just some minor update. I have been tracing around and found that the indicator is available as ticker VOL-NYSE in IBKR. BID is down volumn and ASK is up volume.
I'm trying to work around to fit data to plot properly at the moment
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Best posts made by vuduclong0309
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RE: Backtrader's Implementation for S&P500 Up & Down volume?posted in Indicators/Strategies/Analyzers
Latest posts made by vuduclong0309
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RE: Backtrader's Implementation for S&P500 Up & Down volume?posted in Indicators/Strategies/Analyzers
@emr just some minor update. I have been tracing around and found that the indicator is available as ticker VOL-NYSE in IBKR. BID is down volumn and ASK is up volume.
I'm trying to work around to fit data to plot properly at the moment
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Backtrader's Implementation for S&P500 Up & Down volume?posted in Indicators/Strategies/Analyzers
Hi, currently I want to integrate market internal study into my SPY strategy, but I'm having trouble finding this in Backtrader. Thus I want to ask if anybody know how to get this, or suggest a good starting point.
I'm using IBKR data point, and I can find this in TWS Net Volume Indicator / SPY.
This indicator is used across multiple place (TDAmeritrade / TradingView) with ticker name $UVOL / $DVOL as well, but I couldn't use it at the moment.
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RE: IB market data subscriptions & End Date/Time: The date, time, or time-zone entered is invalid.posted in General Code/Help
@sickboy_76au Nice. I just started using Backtrader, so your approach might be out of reach to me at the moment, but this might be a nice idea for me to experiment later on. Cheers.