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Custom volume bars #488683
03/29/25 21:18
03/29/25 21:18
Joined: Feb 2025
Posts: 2
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crazyhedgehog Offline OP
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crazyhedgehog  Offline OP
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Good day, how could I construct fixed threshold volume bars in Zorro? I tried using the Bar function, but unfortunately it doesn't have the volume parameter. The manual says "use run() and global variables", but I can't make it work. Many thanks for your help!

Re: Custom volume bars [Re: crazyhedgehog] #488684
03/30/25 02:20
03/30/25 02:20
Joined: Feb 2017
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AndrewAMD Offline
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AndrewAMD  Offline
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Joined: Feb 2017
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What’s your definition of a “fixed threshold volume bar”?

Re: Custom volume bars [Re: crazyhedgehog] #488685
03/30/25 06:41
03/30/25 06:41
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crazyhedgehog Offline OP
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crazyhedgehog  Offline OP
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It's a bar constructed from either tick or 1 min input data, and which closes (completes) when a certain fixed volume is accumulated. So for example a 10,000 shares/contracts bar would keep accumulating tick/1 min input data and expanding it's high/low/close/volume according to the input bars until volume >= 10,000. At that point, this volume bar closes and a new one starts.


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