Support Board
Date/Time: Thu, 28 Nov 2024 16:50:05 +0000
[Programming Help] - automated trading strategies Market depth
View Count: 357
| [2023-04-14 08:59:45] |
| User656978 - Posts: 3 |
|
Hi I am interested to use Sierra Chart fro automated trading strategies. Beefore I do so, can you please answer: When I will do real time automated trading can Sierra Chart analyze market depth (DOM) bids and offer in real time and execute based on Maret Depth conditions And traded order conditions? I see that there can be tick-by-tick data and I need to save this data in my Sierra Folder for simulated replay back testing, but will it analyze bids and offers? Thank You |
| [2023-04-16 17:54:50] |
| User462211 - Posts: 18 |
|
Hello, yes, by programming, we have access to all the data. Whether every Market order (sc.ReadIntradayFileRecordForBarIndexAndSubIndex()), where every order limit Maret Depth (sc.GetAskMarketDepthEntryAtLevel()) . It is also possible to have access to the MBO (sc.GetAskMarketLimitOrdersForPrice()). |
To post a message in this thread, you need to log in with your Sierra Chart account: