[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Selling/buying pressure indicator



PureBytes Links

Trading Reference Links

Hi,
I would be thankful if someone can help me with the following question:

I would like to construct an indicator for the selling/buying pressure by calculating for each trade the price*size product and giving this product a positive or negative value, depending on the price origin - ask price or bid price.
The next step is to sum these values in 1 min time slots.

For example, this code calculates the product :

TimeFrameSet(-1); //for tick time base
Bid = GetRTData("Bid");
Ask = GetRTData("Ask");
Last = GetRTData("Last");
Vol = GetRTData("TradeVolume");

Const=0;
if (Last==Ask)
        Const=1;
if  (Last==Bid)
       Const=-1;
 
product= Const*Last*Vol;

The question is how to continue this code by summing up these product values during each 1 min bars?
 
Thanks a lot,
Ronen




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/