Support Board
Date/Time: Wed, 25 Dec 2024 01:55:42 +0000
Post From: BookMap
| [2016-05-23 14:23:55] |
| User15952 - Posts: 132 |
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I am not sure if you have used bookmap; First thing BM is independent of trades, it is continuous in time. Think about how powerful that is; there may be times when no trades are occurring but the orderbook is changing, bookmap captures that. Depending on the speed of the market you can zoom in to a continuous stream of milliseconds watching the orderbook. Secondly, even when I set the time to be 1 second your algo show different results to BM. I can clearly see what you are doing vs BM, which is not the same thing. Bookmap is purely an orderbook tool, I suggest you get the trial version and test it out. |