Support Board
Date/Time: Thu, 27 Feb 2025 05:27:24 +0000
Post From: Write 1 trade bar data to file with Bid/Ask size at time of sale
| [2021-06-04 17:47:02] |
| User339484 - Posts: 71 |
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What I am trying to do is have 4 indicator rows. Row 1: 1 trade chart Row 2: Ask size at time of trade (only 1 depth) Row 3: Ask Volume and Bid volume Row 4: Bid size at time of trade (only 1 depth) What I have tried is: Both old and new market depth bars. Set to 1 depth. This does not work it skips trades. Seems glitched, also the numbers don't match time and sales. I used the time and sales bid and the time and sales ask columns. From there I referenced the study with a code so it locks in the last number. This looked like it was working but if you see in the picture when I am writing to file the bidsize and asksize at time of trade are not matching up. |
 depth1.png / V - Attached On 2021-06-04 17:39:08 UTC - Size: 330.87 KB - 213 views |