General Request for Simple Aggregated T&S List Development
Hello everyone
I'm planning to code a simple Aggregated T&S List that sum data based on time.
By this post, I'm willing to requesting interested one and enthusiasts take part, if willing.
Here I explain what I wanna do:
There are bunch of live data flushing through the T&S List but which attract my attention include "Time, Buy Volume & Sell Volume".
What I'm planning to code as and Indicator/Add-On/DOM Column or as a separate window, which ever is more convenient, is form of an Aggregated T&S List that sums BUY and SELL VOLUME in defined time intervals and shows them. here is an example:
Assume the Time Interval is set to 5 second and we have these data in this 5 second increment:
1:25:01 1 buy
1:25:01 3 buy
1:25:02 1 sell
1:25:02 1 sell
1:25:02 1 sell
1:25:02 1 sell
1:25:03 1 sell
1:25:03 5 sell
1:25:03 3 sell
1:25:04 24 buy
1:25:05 13 buy
1:25:05 8 sell
1:25:05 1 sell
1:25:05 1 sell
1:25:05 3 sell
The tool should sum and show info like this:
1:25:01 41 26 67
which are: "1:25:01, is the start of the assigned Time Interval" and "41, is the sum of total BUYs traded at the assigned time interval" and "26, is the sum of total SELLs traded at the assigned Time Interval" and "67 is the total volume traded at that assigned Time Interval".
The indicator needs 4 separate columns to depict data which are as following:
1. Time: shows starting time of the assigned Time Interval
2. B: shows total buy volume traded at the assigned Time Interval
3. S: shows total sell volume traded at the assigned Time Interval
4. V: shows total volume traded at the assigned Time Interval
The columns data needs to be able to change their color.
That's all.
Thanks for reading.
Any comments and help offers to code this tool is appreciated.
I'm planning to code a simple Aggregated T&S List that sum data based on time.
By this post, I'm willing to requesting interested one and enthusiasts take part, if willing.
Here I explain what I wanna do:
There are bunch of live data flushing through the T&S List but which attract my attention include "Time, Buy Volume & Sell Volume".
What I'm planning to code as and Indicator/Add-On/DOM Column or as a separate window, which ever is more convenient, is form of an Aggregated T&S List that sums BUY and SELL VOLUME in defined time intervals and shows them. here is an example:
Assume the Time Interval is set to 5 second and we have these data in this 5 second increment:
1:25:01 1 buy
1:25:01 3 buy
1:25:02 1 sell
1:25:02 1 sell
1:25:02 1 sell
1:25:02 1 sell
1:25:03 1 sell
1:25:03 5 sell
1:25:03 3 sell
1:25:04 24 buy
1:25:05 13 buy
1:25:05 8 sell
1:25:05 1 sell
1:25:05 1 sell
1:25:05 3 sell
The tool should sum and show info like this:
1:25:01 41 26 67
which are: "1:25:01, is the start of the assigned Time Interval" and "41, is the sum of total BUYs traded at the assigned time interval" and "26, is the sum of total SELLs traded at the assigned Time Interval" and "67 is the total volume traded at that assigned Time Interval".
The indicator needs 4 separate columns to depict data which are as following:
1. Time: shows starting time of the assigned Time Interval
2. B: shows total buy volume traded at the assigned Time Interval
3. S: shows total sell volume traded at the assigned Time Interval
4. V: shows total volume traded at the assigned Time Interval
The columns data needs to be able to change their color.
That's all.
Thanks for reading.
Any comments and help offers to code this tool is appreciated.
