<![CDATA[Using Volume/OI data]]>Hi Team

For the BTC Futures competition, is it okay if my strategy works for data after 17 December 2018 as I want to employ Volume/OI data that is zero before that date? ANy solution/turnaround for that?

Thanks
Anshul

]]>http://quantiacs.com/community/topic/37/using-volume-oi-dataRSS for NodeSat, 11 Apr 2026 07:36:34 GMTSun, 28 Mar 2021 20:30:17 GMT60<![CDATA[Reply to Using Volume/OI data on Sun, 28 Mar 2021 20:41:24 GMT]]>@anshul96go Hi Anshul, the IS period starts on January 1st 2014. You can use a strategy with the following logic:

  1. if Volume/OI is zero, then take this decision:

  2. Otherwise, take this decision:

But yous algorithm should produce results also in the period when Volume/OI data were not available.

]]>http://quantiacs.com/community/post/145http://quantiacs.com/community/post/145Sun, 28 Mar 2021 20:41:24 GMT