jcl,

I think it would be useful if each T2, T6, and T8's volume and value were accessible via marketVol() and marketVal() from tick() in TICKS mode. Same goes for live trading.

If necessary, set a flag to enable it, set(TICKVOL) and set(TICKVAL). (I assume Zorro would need to allocate more memory.)

Thanks,
Andrew

bump

@Andrew do you have suggestion maybe how to sensitively trail on tick level?

This is a feature request thread. Please kindly ask again in a different thread. ^_^

You are right, excuse me.

I've put it on my list. No need to bump - I read all suggestions here, but do not always comment.

Noted, thanks.

Is it possible nowadays to work with volume inside the tick() function?

Kind regards

Its not in the documentation but I believe it should work. You must use t6 data with volume for the ticks, and not set the LEAN or LEANER flags.

Could someone with access to Zorro S try that out? I haven't gotten it yet but want to make sure that I can access volume in each tick() via marketVol(). Even if it works in backtesting with .t6 data, how about the broker plugins? Do any of them fill marketVal() or marketVol() with the volume of each tick?

Kind regards