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I'm think it will be very valuable if AB can store bid/ask volume
delta like ensign in amibroker database.
Please see example in ensign:
http://www.ensignsoftware.com/help/features.htm#Ask
How about we store bid/ask volume delta in OI[] array, usually that
array is idle, then we can save and review different time frame's (1
min, 5min, daily...) bid/ask volume delta.
Anybody can help to come out a AFL to finish that?
Many thanks
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