Support Board
Date/Time: Sat, 23 Nov 2024 12:07:58 +0000
Post From: Hoe to get highest ask/bid price and lowest ask/bid price in a bar
| [2024-08-20 04:03:12] |
| User395175 - Posts: 87 |
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OH, i see. can u give me an example using sc.VolumeAtPriceForBars Member Function to find highest ask/bid price and lowest ask/bid price in each bar on chart? and if theres no volume data at high/low price level, replace them as high/low last trade price? Will sc.VolumeAtPriceForBars return both ask volume and bid volume at each price level? for each bar, highest price level that has bid volume is the highest bid price in this bar, lowest price level that has ask volume is the lowest ask price in this bar, is it right? Date Time Of Last Edit: 2024-08-20 04:22:25
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