eessien688
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- Mar 24, 2024
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Hello.
I am writing a strategy that is based on data from volume imprint study. I recognise that perhaps for proprietary reasons, MotiveWave may not want to expose the source for the study and that is understandable from my end.
However, there doesn't appear to be clear documentation on what the study exports as data accessible by other studies and what labels/ keys these are exported as. in particular, I need access to the big/ask volume printed per tick line on the chart by the VolumeImprint. Is this exported as some sort of series?
I have attached a screen clipping. Essentially, at bar close, I need access to the
- bid / ask volume per line
- which line is marked as the PoC (lime box)
- any imbalances (bold green, red)
- any absorptions (red box in this screenshot)
Are these exported? If not, could the study code be updated to export these?
I do know auction theory and can calculate this data myself from tick data but I would be recreating the VolumeImprint study myself and given it's a paywalled feature, I'd rather not as I am already paying.
Thank you.
I am writing a strategy that is based on data from volume imprint study. I recognise that perhaps for proprietary reasons, MotiveWave may not want to expose the source for the study and that is understandable from my end.
However, there doesn't appear to be clear documentation on what the study exports as data accessible by other studies and what labels/ keys these are exported as. in particular, I need access to the big/ask volume printed per tick line on the chart by the VolumeImprint. Is this exported as some sort of series?
I have attached a screen clipping. Essentially, at bar close, I need access to the
- bid / ask volume per line
- which line is marked as the PoC (lime box)
- any imbalances (bold green, red)
- any absorptions (red box in this screenshot)
Are these exported? If not, could the study code be updated to export these?
I do know auction theory and can calculate this data myself from tick data but I would be recreating the VolumeImprint study myself and given it's a paywalled feature, I'd rather not as I am already paying.
Thank you.