In the Help Guide
Under Tip: " In the above example(below), we check for our breakout long signal but we also want to make sure that the breakout bar saw 50% or more of its volume hit the ask or higher."
Below is the code they are referencing and it does look for greater than 50, But there is nothing in BuySellVolume to calculate 50%. It only outputs for Buys[] ==> buys +sells
and for Sells[] ==>sells.
protected override void OnBarUpdate()
{
// Looking for a long breakout signal
if (Close[0] > DonchianChannel(20).Upper[5])
{
// !! See notes below !!
if (State == State.Historical || BuySellVolume().Buys[0] > 50)
EnterLong();
}
}
Under Tip: " In the above example(below), we check for our breakout long signal but we also want to make sure that the breakout bar saw 50% or more of its volume hit the ask or higher."
Below is the code they are referencing and it does look for greater than 50, But there is nothing in BuySellVolume to calculate 50%. It only outputs for Buys[] ==> buys +sells
and for Sells[] ==>sells.
protected override void OnBarUpdate()
{
// Looking for a long breakout signal
if (Close[0] > DonchianChannel(20).Upper[5])
{
// !! See notes below !!
if (State == State.Historical || BuySellVolume().Buys[0] > 50)
EnterLong();
}
}
Comment