Description Usage Arguments Value Author(s)
Calculates A Volume Imbalance Trigger from Buy and Sell Raw Data
1 2 | Vol.Imbalance(contract, contract.type, start.date, end.date, incr = list(units
= "hours", size = 1))
|
contract |
An Instrument identifier |
contract.type |
Types of Syn and Direct |
start.date |
The start time of the evaluation period |
end.date |
The end time of the evaluation period |
incr |
The increment for the volume imbalance rollup. This is a list with units and size parameters |
list of Aroon indicators and triggers:
imb.sell.trigger |
A trigger of 1 when there is abnormal sell activity occurring in the market |
imb.buy.trigger |
A trigger of 1 when there is abnormal buy activity occurring in the market |
Helena Ristov
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