Traders Laboratory - View Single Post - "Market Delta" Footprint for TradeStation
View Single Post
  #29 (permalink)  
Old 04-22-2008, 07:00 PM
swisstrader's Avatar
swisstrader swisstrader is offline
swisstrader has no status.

 
Join Date: Jan 2007
Posts: 9
Thanks: 0
Thanked 0 Times in 0 Posts
Re: "Market Delta" Footprint for TradeStation

Quote:
View Post
swisstrader,

did you also remove the problem that ant's code often calculates the B/A different to the values of the times & sales due to the tradestation ELD limitations?
Yes, I've done that. It should work correctly.

-swisstrader

Reply With Quote