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Yes, I thought to use Excel, but my first idea was to have something
"dynamically" updated directly when the chart changes (for ex as lines on
chart). Then I decided this could be easier at the end of session.
Thanks for your reply
-----Messaggio originale-----
Da: Gerald Marisch [mailto:gm@xxxxxxxxxxxxx]
Inviato: giovedì 8 maggio 2003 13.06
A: Scorpio Massimiliano
Oggetto: Re: How to store Mkt lvls in EL
Scorpio:
If you have it, have you thought of using as Excel spreadsheet?
Identifying volume levels, especially of a tick chart, may be "dirtying" up
a TS chart and may be counter-productive in identifying good trading
signals.
Gerald Marisch
www.spfutures.com
----- Original Message -----
From: "Scorpio Massimiliano" <massimiliano.scorpio@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, May 08, 2003 05:39
Subject: How to store Mkt lvls in EL
> 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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"Nota di riservatezza: Il presente messaggio, corredato dei relativi
allegati contiene informazioni da considerarsi strettamente riservate, ed è
destinato esclusivamente al destinatario sopra indicato, il quale è l'unico
autorizzato ad usarlo, copiarlo e, sotto la propria responsabilità,
diffonderlo. Chiunque ricevesse questo messaggio per errore o comunque lo
leggesse senza esserne legittimato è avvertito che trattenerlo, copiarlo,
divulgarlo, distribuirlo a persone diverse dal destinatario è severamente
proibito, ed è pregato di rinviarlo immediatamente al mittente distruggendo
l'originale"
"Confidentiality Notice: This message, together with its annexes, contains
information to be deemed strictly confidential and is destined only to the
addressee (s) identified above who only may use, copy and, under his/their
responsibility , further disseminate it. If anyone received this message by
mistake or reads it without entitlement is forewarned that keeping, copying,
disseminating or distributing this message to persons other than the
addressee (s) is strictly forbidden and is asked to transmit it immediately
to the sender and to erase the original message received."
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