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