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Hi Tomasz or anyone,
I didn't realize the smallest time period in AB was 5 seconds....
The formula didn't seem to work setting the arrays to = 0 , as only the last value ended up in the composite, I assume because of the reset in the addtocomposite defaults, so I set the arrays to equal the composites
This seems to work ok except it gets strange values in all fields when there is more than one tick / entry in a five second time period in the original ticker..... any ideas?? eg if I look in quote editor in original ticker and there is only one entry in a 5 second period in matches in the composite, if there is more than one entry per 5 second in original ticker I get crazy values in composite...
Is it possible to match the number of fields to the original, eg if there are 3 entries in a five second period in the original ticker to have 3 entries in the composite?? Any that way capture indivual trade sizes as well (up to resolution that IB provides anyway)....
tn = Now(4);
ltn = StaticVarGet( "LastTimeNum");
if( ltn != tn )
{
StaticVarSet( "LastTimeNum", tn );
bidarray = Foreign("~BA_", "L" );
bidarray[ BarCount - 1 ] = GetRTData("bid");
askarray = Foreign("~BA_", "H" );
askarray[ BarCount - 1 ] = GetRTData("ask");
sizearray = Foreign("~BA_","V");
sizearray[ BarCount -1 ] = GetRTData("tradevolume");
lastarray = Foreign("~BA_","C");
lastarray[ BarCount -1 ] = GetRTData("last");
AddToComposite( lastarray, "~BA_","C", atcFlagDefaults | atcFlagEnableInIndicator );
AddToComposite( sizearray, "~BA_","V", atcFlagDefaults | atcFlagEnableInIndicator );
AddToComposite( bidarray, "~BA_", "L", atcFlagDefaults | atcFlagEnableInIndicator );
AddToComposite( askarray, "~BA_", "H", atcFlagDefaults | atcFlagEnableInIndicator );
}
Cheers, James.
On 8/13/07, Tomasz Janeczko
<groups@xxxxxxxxxxxxx> wrote:
Hello,
You should call GetRTData for bid and ask and store using
AddToComposite:
Appropriate code should look as follows (I DID NOT TEST IT - I
am writting off hand)
- it will create 5 second bid/ask "bars".
High will hold ask, Low will hold bid.
=== Code that generates array
tn = Now(4);
ltn = StaticVarGet( "LastTimeNum"+Name() );
if( ltn != tn )
{
StaticVarSet( "LastTimeNum"+Name(),
tn );
bidarray = 0;
bidarray[ BarCount - 1 ] =
GetRTData("bid");
askarray = 0;
askarray[ BarCount - 1 ] =
GetRTData("ask");
AddToComposite( bidarray, "~BA_"+Name(), "X",
atcFlagDefaults | atcFlagEnableInIndicator );
AddToComposite( askdarray, "~BA_"+Name(), "H",
atcFlagDefaults | atcFlagEnableInIndicator );
}
================
To use them somewhere lese use:
askarray = Foreign("~BA_"+Name()", "H" );
bidarray = Foreign("~BA_"+Name()", "L"
);
----- Original Message -----
Sent: Monday, August 13, 2007 3:19
AM
Subject: Re: [amibroker] Re: Real time
indicators using GETRTDATA
Tomasz,
could you point me in the right direction in how to code something to do
this in real time, or is it impossible at the moment??
Cheers, James
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