Support Board
Date/Time: Mon, 25 Nov 2024 15:34:48 +0000
Post From: Filter volume at the Ask & Bid accumulation.
[2014-02-12 21:25:21] |
Moti - Posts: 63 |
Hello SC team, In a 1000 tick bar I will like to accumulate trades with volume >=50 at the ASK, and trades >=50 at the BID Ex: at the ASK 55+60+100=215 at the BID 200+150+100+300=570 ASK volume filtered - BID volume filtered =215-570= -355 Total volume - Total filtered volume, Ex: 3000-( 215+570)= 2215 Can I display the numbers in the Number bar calculated study, Or any other study? Is it possible to calculate it in ACSIL? Thanks Moti Thanks, Moti |