[swansjr]

Originally Posted by daedalus »

^^ Actually I ran it and it seemed to be working exactly how we wanted... Anything that came through the T&S window that was grater than the "blocksize" was getting recorded and added onto itself each bar...

Now we just have to make it look like your histogram swan... and since it was recording all orders on both the bid and the ask I guess we have to modify it to take just bids greater than the block size and seperate them from the ask's greater than the block size right?

That's about right. You will need to separate them. I was unable to work on the indicator today. I will hope to do so Tuesday.

[Tams]

chart posted by eotpro at the MultiCharts website today

[swansjr]

Thanks Tams for posting the image. I wish I had the indicator running today so I could compare but I was unable to do so.

[bakrob99]

You guys have completely missed the chart which was posted on the first page that shows how to do what you want. TS's TradeVolume is useless.

Ticks, and or Upticks and DownTicks contain the volume of each transaction as described. If you want to do what EOTPRO is doing it is not difficult - but requires using a 1 tick chart and passing the values to your chart using a Global Variable.

[agon]

You guys have completely missed the chart which was posted on the first page that shows how to do what you want. TS's TradeVolume is useless.

Ticks, and or Upticks and DownTicks contain the volume of each transaction as described. If you want to do what EOTPRO is doing it is not difficult - but requires using a 1 tick chart and passing the values to your chart using a Global Variable.

AWESOME !, GREAT !
you absolutely right.

[zdo]

Originally Posted by swansjr »

I may be mistaken but in this code you are counting ticks not order size. A single tick may be a one contract order or it may be 50 contract order. If we are interested in tracking orders that are 20+ contracts per order, how will you differentiate between the two order sizes?

swansjr,

It was a code snippet for the concept

In TS the reserved word Ticks returns all volume for that bar so far if it is a Tick or Volume Bar chart set to Trade Volume...

"TradeVolume... represents "snapshot" information, not tick by tick information" TSSupport.

zdo

[flyingdutchmen]

that would leave me out unfortunally as i use 1 minute bars
for my fdax trading and tradesignal doesnt support ticks i will
have to make something from substracting the actual volume

[Tams]

Originally Posted by flyingdutchmen

what a google-search can do...

unfortunally i am not able to run this skript as i am tradesignal user not
tradestation i will have to convert some lines but from reading the skript
it draws text maybe one of you guys could make a screenshot and post it here

have fun

that's the market profile code.
it has been posted here on TL in numerous threads.