Support Board
Date/Time: Wed, 27 Nov 2024 17:55:53 +0000
Post From: ACSIL Volume By Price
| [2023-07-28 13:06:03] |
| JohnR - User831573 - Posts: 306 |
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J, I believe the source to that is not available. But, there is source and some docs that shows how to access the B/A volumes at each price level, I used this as a starting point to create custom code. Programmatically Accessing Volume at Price Data Volume By Price Study: Programmatically Accessing Volume at Price Data Then in Studies8.cpp there is an example that accesses the arrays of B/A members at each level /*===================================================================== Volume At Price array test. ----------------------------------------------------------------------------*/ SCSFExport scsf_VolumeAtPriceArrayTest(SCStudyInterfaceRef sc) Below is some of my code s_VolumeAtPriceV2* p_VolumeAtPrice = nullptr; int JOR_BarHighBidVol = 0; int JOR_BarLowBidVol = 0; int JOR_BarHighAskVol = 0; int JOR_BarLowAskVol = 0; // Now get the Bid & Ask Trade Volumes for the High and Low of the bar // Get the # of price levels - remember array start @ zero - so subtract 1 from count int JOR_BarPriceLevels = sc.VolumeAtPriceForBars->GetSizeAtBarIndex(sc.Index) - 1; // zero array is lowest price level if (!sc.VolumeAtPriceForBars->GetVAPElementAtIndex(sc.Index, 0, &p_VolumeAtPrice)) return; JOR_BarLowBidVol = p_VolumeAtPrice->BidVolume; JOR_BarLowAskVol = p_VolumeAtPrice->AskVolume; // Highest price level in last array element if (!sc.VolumeAtPriceForBars->GetVAPElementAtIndex(sc.Index, JOR_BarPriceLevels, &p_VolumeAtPrice)) return; JOR_BarHighBidVol = p_VolumeAtPrice->BidVolume; JOR_BarHighAskVol = p_VolumeAtPrice->AskVolume; Hope this helps, JohnR Date Time Of Last Edit: 2023-07-28 13:36:07
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