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AddVolumetric Syntax

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    AddVolumetric Syntax

    When adding volumetric candles as a secondary time series the help guide has the instrument hard coded.

    Is it possible to leave the string empty to have it pull the primary instrument from the chart. Otherwise it seems you would have to have a separate strategy for each instrument being traded with the strategy.


    AddVolumetric(string instrumentName, Data.BarsPeriodType baseBarsPeriodType, int baseBarsPeriodTypeValue, Data.VolumetricDeltaType deltaType, int tickPerLevel)

    AddVolumetric("ES 03-18", BarsPeriodType.Minute, 1, VolumetricDeltaType.BidAsk, 1);


    I thought it might be possible to input a user variable but the help guide discourages that.

    Arguments supplied to AddVolumetric() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input).


    Basically is there anyway not to have to use a separate strategy for each instrument being traded?

    #2
    Hello sdauteuil,

    Thank you for your reply.

    In my testing passing in null as the instrument will default to the same instrument as the primary data series:

    AddVolumetric(null, BarsPeriodType.Minute, 1, VolumetricDeltaType.BidAsk, 1);

    Please let us know if we may be of further assistance to you.

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