by solefish1991 » Thu Mar 11, 2021 4:56 am
Does your backtesting using this indicator show real volume or tick volume to be more profitable?
Real volume would only be the real volume present on FXCM's book, no? My understanding is that tick volume, while not having the benefit of showing the number of individual contracts traded at each tick, does have the benefit that it sees more of the market.