Primitives
tickFlow
TickFlowAlgo is a model that uses the tick flow to determine the direction of the market.
tickFlow (tick)
TickFlowAlgo is a model that uses the tick flow to determine the direction of the market.
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
| minutes | number | - | The number of minutes to look back for the tick flow |
| transmit | boolean | true | Whether to transmit the order |
| capital | number | - | The capital to use for the order |
| from | string | 09:00 | From time to look back for the tick flow |
| fromDate | string | - | From date to look back for the tick flow |
| to | string | 17:00 | To time to look back for the tick flow |
| toDate | string | - | To date to look back for the tick flow |
| useBook | boolean | - | Whether to use the book data |
| max | boolean | - | Whether to use the max book/tick data |
| res | number | - | The resistance to use for the tick flow |
| useRes | boolean | false | Use side resistance calculations |
SQL example
IF tickFlow capital=1000 minutes=3 transmit=false
TICK volume WITH minutes=3 > 10000 THEN tickFlow SET transmit=true