Hello
This is an indicator, which in real time separate volume on every Last tick to bulls or bears (if last price = bid - volume is bearish; if last price = ask - volume is bullish)
Here is a code:
Result:
Look at this picture:
On some bars a sum of bearish (red color) and bullish (green color) is equals total volume on bar (black color) - and it's exactly correct, but on some bars this sum of bearish and bullish volumes doesn't equal total volume on bar - why it's so?
This is an indicator, which in real time separate volume on every Last tick to bulls or bears (if last price = bid - volume is bearish; if last price = ask - volume is bullish)
Here is a code:
Code:
int Previous_time;
double Previous_Ask, Previous_Bid;
double Bulls_Volume, Bears_Volume;
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Overlay = true;
CalculateOnBarClose = false;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask) {
Previous_Ask = e.Price;
Print("Ask = " + e.Price + " " + e.Time);
}
if (e.MarketDataType == MarketDataType.Bid) {
Previous_Bid = e.Price;
Print("Bid = " + e.Price + " " + e.Time);
}
if (e.MarketDataType == MarketDataType.Last) {
if(e.Price == Previous_Ask) {
Bulls_Volume += e.Volume;
} else {
Bears_Volume += e.Volume;
}
/*
if(e.Price == Previous_Bid) {
Bears_Volume += e.Volume;
}*/
//Print("Last = " + e.Price + " " + e.Time + " Volume: " +e.Volume);
}
}
}
Look at this picture:
On some bars a sum of bearish (red color) and bullish (green color) is equals total volume on bar (black color) - and it's exactly correct, but on some bars this sum of bearish and bullish volumes doesn't equal total volume on bar - why it's so?
It is not a bug: the code did as you asked.
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