Hello everyone,
this example algorithm should compare the trading volume of a stock using rolling windows. If the volume is rising over the last three minutes, it should make a long position, if it's falling, close the position. When I compare the values I get from minute[x].Volume to the ones from a one-minute chart, they are quite off though. Sometimes I get 3900 shares instead of 400 for example. Am I doing something wrong? Is minute[0].Volume maybe a different value than the last minute's volume? Or are such huge differences nothing unusual?
Thank you in advance.
Kind regards,
Christian Lauer
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