marketVol(0) with OANDA

Posted By: tomaslolo

marketVol(0) with OANDA - 03/03/19 11:36


When using, with Zorro S, marketVol(0) in a script with OANDA, what data is OANDA giving me? Using M1 Data.

When trading in backtest, no problem, but when trading Real I get the following error:

Error 063: marketVol not available.

Why does it work in backtest and not in real? Data has been downloaded from Oanda with Download script so backtest is run with Oanda data.

What data is supposed to give me Oanda with marketVol?

Any help would be appreciated thank you.
Posted By: jcl

Re: marketVol(0) with OANDA - 03/04/19 09:35

Oanda has no volume data. What you get with marketVol() is the tick frequency in historical, not in live data.

https://manual.zorro-project.com/oanda.htm
Posted By: tomaslolo

Re: marketVol(0) with OANDA - 03/04/19 10:27

Thanky you for your answer, thatīs what I though by reading the manual and other Topics. But as when you downlaod OANDA data you get Open, High, Low, Close, Spread and Volume data I was praying to have it in real time.

I developed a strategy with MarketVol relations than seemed to be profitable. Thatīs why I was praying to have that data in real (for real testing mainly).

We can then forget marketVol with Oanda, What about marketVal? Same thing, only historical?

Other way to ask "the same", Should I expect only Open/High/Low/Close data from Oanda in real or is there any other data available?

Thank you!
Posted By: jcl

Re: marketVol(0) with OANDA - 03/04/19 11:28

OHLC from Oanda is historical data. In live data you have only ask and bid, no tick frequency. You could call assetHistory() for the current date, then read the most recent candle out of the file. This should give you the most recent tick frequency.
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