Is there a way of storing values for most traded range at pre 5 mins?

[Ryanolifelix]

I want to store the whole most traded range at pre 5mins, is there a way of doing this. The only way I can think of is storing volume traded at a price for a selection, but that would mean storing at a lot of prices. Any ideas or advice ? Thanks. Ryan.

[Dallas]

In theory yes it could be done, but my advise would be not to do it, it would be an awful lot of work to set up and need countless stored values and calculations being done.
Not least as you first need to define what a trading range looks like and where it starts and ends, for you'll also need to have all the traded volumes at the nearby prices

[Ryanolifelix]

Yes I've think I've gave up on that idea

[tryingtotrade]

In theory yes it could be done, but my advise would be not to do it, it would be an awful lot of work to set up and need countless stored values and calculations being done.
Not least as you first need to define what a trading range looks like and where it starts and ends, for you'll also need to have all the traded volumes at the nearby prices

You would advise not to do it because it is a lot of work or it would slow down Guardian too much with the number of calculations?

[Dallas]

In theory yes it could be done, but my advise would be not to do it, it would be an awful lot of work to set up and need countless stored values and calculations being done.
Not least as you first need to define what a trading range looks like and where it starts and ends, for you'll also need to have all the traded volumes at the nearby prices

You would advise not to do it because it is a lot of work or it would slow down Guardian too much with the number of calculations?

Guardian could easily handle the calculations, it'll just be an immense amount of work setting up then testing to iron everything out

[sionascaig]

I have bots that capture 1st 10 backs and lays (money waiting & price), its not an issue..