OnMarketData question

[agafon2]

koganam, explain please about 1/381 percent - i don't understand this thing - how do you calculate this percent and what does it mean?

[koganam]

koganam, explain please about 1/381 percent - i don't understand this thing - how do you calculate this percent and what does it mean?

You are asking why there is a difference of 1 (382 - 381) in volume. That fractional difference is 1/381.

[NutFlush]

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:

        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);
          }
        
        }        

        }

Result:

Look at this picture:

http://saveimg.ru/show-image.php?id=685ab730cf1f98243f504f67a64234aa

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?

Hi agafon2,

did you resolve the issue in the meantime? I want to do the same thing, so I am wondering how you accomplished to split the volume correctly.

Cheers,
NutFlush

P.S. If you haven't resolved it, I might have an idea where the problem is...