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Can be used on Forex?

Open ericleonardo opened this issue 4 years ago • 0 comments

Hi.. Please, can the Full Information method be used on Forex (EURUSD, etc) data (with tick volume)? I just need to get the Order Flow Imbalance value to use as input feature in machine learning/trading.

The time-frames of interest for trading are minutes candles (M5, etc), but I have access to live and history tick from broker API. Please, what you recommend to get Order Flow Imbalance value for minutes candles on Forex?

Congratulations for the project. Thanks for sharing this novelty!

ericleonardo avatar May 30 '21 00:05 ericleonardo