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Hope someone can help.
What I am tryinmg to do is count if the last sale was at the bid or
lower, at the ask or higher, or between the bid and ask.
Eventually I would like to plot this under the price for different
time frames such as 1 min., 5 min., etc. But first I need to get it
to accumulate the values.
I have my chart refresh at 1 second, the lowest i can go.
Here is my code in a guru commentary as a test.
bid = GetRTData("Bid");
ask = GetRTData("Ask");
last = GetRTData("Last");
trdVol = GetRTData("TradeVolume");
sec =GetRTData("UpdateTime");
seco = StrRight(NumToStr( sec, 1, False),2);
secon = StrToNum(seco);
bVol = 0;
sVol = 0;
mVol = 0;
b_Vol = 0;
s_Vol = 0;
m_Vol = 0;
StaticVarSet("buyVol",0 );
StaticVarSet("sellVol",0 );
StaticVarSet("midVol",0 );
if (Last == ask OR Last > ask)
{
bVol = bVol + trdVol;
b_Vol = StaticVarSet("buyVol",bVol);
}
if (Last == bid OR Last < bid)
{
sVol = sVol + trdVol;
s_Vol = StaticVarSet("sellVol",sVol);
}
if(Last > bid OR Last < ask)
{
mVol = mVol + trdVol;
m_Vol = StaticVarSet("midVol",mVol);
}
"Bid = "+bid;
"Ask = "+ask;
"Last = "+last;
"Vol = "+trdVol;
"\nBuy Vol ="+bvol; //StaticVarGet("buyVol" );
"Sell Vol ="+sVol; //StaticVarGet("sellVol" );
"Mid Vol ="+mVol; //StaticVarGet("midVol" );
"\nBuy Vol ="+StaticVarGet("buyVol" );
"Sell Vol ="+StaticVarGet("sellVol" );
"Mid Vol ="+StaticVarGet("midVol" );
"\nBuy Vol ="+b_Vol;
"Sell Vol ="+s_Vol;
"Mid Vol ="+m_Vol;
I hope someone can understand what I am trying to accomplish.
Thanks
Jerry
p.s. Will Amibroker some day give all the time and sales trades, or
possibly it allready does?
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