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Hi everyone.
I need to solve a problem and I wonder if someone on the list can help me.
This is the problem:
At the end of the session, on a tick by tick chart I've to store all the
levels the market has touched and for each of those levels i need to store
the total of the volume.
Example:The market, on a tick by tick, went from 1000 to 1500 and all the
levels between has been touched more than once with different volumes.At
the end of the day I want to print a statement.
In my mind, it should work this way, (supposing the minimum move for the
market is 50) :
LVLS TOT VOLUME FOR LVL
1000 200
1050 150
1100 50
1150 80
1200 100
......................
..................... so on till 1500
Of course the code must recognize all the levels of the sessions that are
different for each day and sum all the volumes for each.
Every new session the statemement restarts all the calculation.
It seems a principle similar to Market Profile but I don't know how to use
an array (I think is needed) to do this.
I'll appreciate any suggestion.
Tks in advance.
Max
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