I’m increasingly using the MBO IB/SR indicator as a key indicator to my trading decisions. For wider application into my several strategies I needed to run backtests to confirm my overly positiv (but objective) bias. Often we see what we want to see.
Hence my request is for a simple logging of the iceberg and stop run values (the values that I can see a lines in the sub pane based on my configuration) per subscribed product for which I'm using the MBO iceberg/SR tracker. This could be something very simple like a csv or json file holding an 1 min timeseries per day per product. Ideally this was produced in real-time so I could even parse the data for my automatic trading strategies.
It's obvious that those logged values would be some kind of averages on the 1min frequency as Bookmap itself is working in realtime without time frequency framing.
Thanks for looking into this.
For questions or clarification requests please revert back.
MBO IB/SR data feed logging for backtesting (and potentially real-time usage)
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Nighthawk99
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Andry API support
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Re: MBO IB/SR data feed logging for backtesting (and potentially real-time usage)
We are excited to announce that Stops & Icebergs and Tradermap Pro now available as a standalone products, allowing you to purchase them separately from the MBO Bundle. The MBO Bundle remains a cost-effective option if you’re also interested in Stops & Icebergs and Market Pulse or Tradermap Pro.
Learn more about the MBO Bundle: https://marketplace.bookmap.com/marketp ... oduct/7028
Learn more about the separate Stops & Icebergs subscription: https://marketplace.bookmap.com/marketp ... 0385058010
Learn more about the separate Tradermap Pro subscription:
https://marketplace.bookmap.com/marketp ... 4668062052
Learn more about the MBO Bundle: https://marketplace.bookmap.com/marketp ... oduct/7028
Learn more about the separate Stops & Icebergs subscription: https://marketplace.bookmap.com/marketp ... 0385058010
Learn more about the separate Tradermap Pro subscription:
https://marketplace.bookmap.com/marketp ... 4668062052