Support Board
Date/Time: Sun, 16 Mar 2025 00:10:07 +0000
[Programming Help] - Automated Trading on Bid/Ask Imbalances
View Count: 396
| [2022-08-03 23:26:13] |
| Sam McLennan - Posts: 9 |
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Hi, I am interested in creating an algorithm that takes trades automatically when it detects an imbalance or several imbalances between bid/ask volumes when certain criteria are met - minimum volume, minimum imbalance volume/ratio, minimum adjacent imbalances etc. I would also like to be able to turn the strategy on and off and adjust the criteria during trading to incorporate a discretionary element. Before I look too far into this as it is going to take a lot of time and study on my part, I was wondering, is this achievable with Sierra Chart, and if so, are you able to advise me as to what I should study? I know this can be done with NinjaTrader, however Sierra Chart is my preferred platform. I apologise if I have posted in the wrong forum. Thanks |
| [2022-08-04 06:35:17] |
| binaryduke - Posts: 378 |
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Depends on whether you are able to/want to write code (Sierra Chart ACSIL extensions to C++). If not, you can utilise the built-in Spreadsheet System for Trading. I've dropped you a DM request.
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