Highest percentage increase

[Archery1969]

Hi,

Is there an automation file currently available which would say back the selection with the highest percentage increase in volume over x amount of time. If not then how would one go about building it ?

Thanks,

[sionascaig]

Could you:

Rule 1: capture selection volume in a history list (EVERY selection)
Rule 2: calculate difference over whatever time interval using above (EVERY selection), & in same rule via another stored value calculate difference / value x secs ago
Rule 3: Calculate Max Value of above from a range of SV's
Rule 4: Set a signal against selection with Value = Max Value
Rule 5. Back selection if signal above set

Sorry, not tried it but if you can do Rule 3 (which I think you can) should be pretty straightforward.

[Archery1969]

Could you:

Rule 1: capture selection volume in a history list (EVERY selection)
Rule 2: calculate difference over whatever time interval using above (EVERY selection), & in same rule via another stored value calculate difference / value x secs ago
Rule 3: Calculate Max Value of above from a range of SV's
Rule 4: Set a signal against selection with Value = Max Value
Rule 5. Back selection if signal above set

Sorry, not tried it but if you can do Rule 3 (which I think you can) should be pretty straightforward.

Interesting, cheers, will give it a go.

[Archery1969]

Is this correct so far as I new to all this ?

[sionascaig]

Was thinking more like in attached...

Note1: I've not tested it.
Note2: Its set up to calculate %inc every two minutes, so you might want to change that depending on what you are trying to do
Note3: The 3rd rule calculates the "Max" VolumePercentageIncrease across all selections. It should then just be a case of adding a stored value condition in your back bet rule to check that VolumePercentageIncrease (for the selection) = "Max"

edit - I thought you were looking at increases in Selection volumes and that's what is in attached but your example file is looking at increases relative to market volumes... Either way hopefully enough for you to make progress.

[Archery1969]

Was thinking more like in attached...

Note1: I've not tested it.
Note2: Its set up to calculate %inc every two minutes, so you might want to change that depending on what you are trying to do
Note3: The 3rd rule calculates the "Max" VolumePercentageIncrease across all selections. It should then just be a case of adding a stored value condition in your back bet rule to check that VolumePercentageIncrease (for the selection) = "Max"

edit - I thought you were looking at increases in Selection volumes and that's what is in attached but your example file is looking at increases relative to market volumes... Either way hopefully enough for you to make progress.

ah yeah, me bad, it was selection volume.

Thanks, will take a look. Awesome.