Support Board
Date/Time: Fri, 10 Jan 2025 23:10:45 +0000
[Programming Help] - How to get traded volume on ask and bid price
View Count: 1249
| [2016-10-14 14:31:51] |
| Alex1976 - Posts: 1 |
|
Hello all, I spent lots of hours finding solution how to get traded volumes on ask and bid prices - same like T&S displays. I use 1second chart and I want to display some mark if ask volume witin this bar exceeds some value, the same for bid. I found some example o using timeandsales in studies.cpp. So I tried to use it. SCTimeAndSalesArray TimeSales; sc.GetTimeAndSales(TimeSales); if (TimeSales.Size() == 0) return; // No Time and Sales data available for the symbol double ASKVOL = 0; double BIDVOL = 0; for (int TSIndex = TimeSales.Size() - 1; TSIndex >= 0; --TSIndex) { if (TimeSales[TSIndex].Type == SC_TS_BIDASKVALUES) continue; if (TimeSales[TSIndex].Type == SC_TS_BID) { MarkSize = 0; CurrentPrice = TimeSales[TSIndex].Price * sc.RealTimePriceMultiplier; BIDVOL = TimeSales[TSIndex].Volume * sc.MultiplierFromVolumeValueFormat(); . . . {do something with BIDVOL} . . . } if (TimeSales[TSIndex].Type == SC_TS_ASK) { MarkSize = 0; CurrentPrice = TimeSales[TSIndex].Price * sc.RealTimePriceMultiplier; ASKVOL = TimeSales[TSIndex].Volume * sc.MultiplierFromVolumeValueFormat(); . . . {do something with ASKVOL} . . . } } in section {do something with ASKVOL/BIDVOL} I try to draw some text mark, MarkSize depends on BIDVOL and ASKVOL volume range (I have 3 ranges, 3 MarkSizes) MarkCounter variable is persistent and set in sc.SetDefaults to 0: Tool.Clear(); Tool.ChartNumber = sc.ChartNumber; Tool.DrawingType = DRAWING_TEXT; Tool.LineNumber = MarkCounter; Tool.BeginIndex = sc.Index; Tool.BeginValue = CurrentPrice; Tool.Color = MarkColor; Tool.FontFace = "Wingdings"; Tool.FontSize = MarkSize; Tool.FontBold = FALSE; Tool.Text="l"; Tool.TextAlignment = DT_CENTER | DT_VCENTER; Tool.AddMethod = UTAM_ADD_OR_ADJUST; sc.UseTool(Tool); MarkCounter++; The problem is that it doesnt draw mark on every incoming data to T&S. Sometimes it does, sometimes it doesnt. WHY ??? Example: I set T&S to filter trades >=3, I set my range the same >=3. I watch T&S and see trade 4 volume on ask price, but my study doesnt draw any mark:( Then I watch 3 trades with volume>3 and my studie draws just 1 mark. I have no clue where problem is :( Would you be so kind and help my somehow ? Thank you very much for your assistance. Best regards, Alex |
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