protected override void Initialize()
{
Add(new Plot(new Pen(Color.Red, 2), PlotStyle.Square, "Sells"));
Add(new Plot(new Pen(Color.Green, 2), PlotStyle.Square, "Buys"));
CalculateOnBarClose = false;
DisplayInDataBox = false;
// PaintPriceMarkers = false;
PlotsConfigurable = true;
}
I then opened a Time & Sales window to trace the trades and the pricemarkers which yielded to this figures :
Time: Green trade: Red trade: Green pricemarker: Red pricemarker:
18:53:16 start time 9719 980
18:53:17 0 64 9783 1044
18:53:19 11 21 9815 1065
It looks like volume traded at a price <= current bid is added to red pricemarker ("Sells" plot) which is common sense but it is also added to green pricemarker ("Buys" plot) as well as volume traded at a price >= current ask which get me confused since I would wait for the "Buys" plot to tally only volume traded at a price >= current ask.
Did I miss something ?
Gérard
Comment