Support Board
Date/Time: Wed, 15 Jan 2025 09:26:18 +0000
Post From: Time and Sales question
| [2017-06-04 15:31:01] |
| User103949 - Posts: 78 |
|
I just using Calculate at every tick/trade in the replay model. I debugged the code and check the prices returned by time and sales function. Please see the attached pic. In this example, I am calling time and sales after 500 trades. You can see sc.Index is 501 but there is only one price in TimeAndSales. And this price does not changes. |
pic.JPG