Volume Splitter

[Volume Splitter]

Hello BlowFish and thank for your answer.

Filtro can be used if you want to see only traded volume greater than a preset value, but is not so important.

Furthermore in multicharts if the "Build Volume On" of the instrument is set to "trade Volume" and not to "Tick count" the instruction

MyVolume=Ticks

give you the volume traded for every tick.

In your code there is this line

MyVol = Iff(BarType < 2, Ticks, Volume); 

 

that is the same thing of

MyVol=Ticks 

for intraday and tick by tick charts

 

My dude is for this line

 

if Close <= InsideBid then
		Delta  = Delta - MyVol + VolTmp

 

and this one

 

else if Close >= InsideAsk then 
		Delta = Delta + MyVol - VolTmp ;  

 

where VolTmp is previous volume traded.

 

In "Close<=InsideBid" case, volume is traded in Bidside so it is correct to subctrat MyVol from Delta, but I can't understand why you add the previous volume (VolTmp) regardless of it was traded in bidside or in askside (because the line:"Close <= InsideBid" is only referred to the last volume exchanged that is MyVol).

The same thing happen for the line "Close >= InsideAsk

Can you explain that?

 

I hope you understand me, my english is not so good!:crap:

Thanks,

byebye

MARCO

[Volume Splitter]

Woops way to completely balls up :crap: I only changed a couple of lines and managed to get an additional end statement and undefined variable (block) as you guys pointed out. It's got to the stage where it needs a tidy up (as well as comments) but this should at least run

 

inputs: 
UpColor(darkgreen), 
DownColor(red), 
DeltaBar(1), 
MaxBlock(9999),
MinBlock(0),
ResetDeltaEachBar(0); 

variables: 
MyVol(0), 
Block(0),
color(yellow), 
intrabarpersist MyCurrentBar(0), 
intrabarpersist VolumeAtBid(0), 
intrabarpersist VolumeAtAsk(0), 
intrabarpersist BAVolRatio(0), 
intrabarpersist VolTmp(0), 
intrabarpersist Delta (0), 
intrabarpersist DeltaH (0), 
intrabarpersist DeltaL (0), 
intrabarpersist DeltaO (0); 

if LastBarOnChart then begin 
  	MyVol = Iff(BarType < 2, Ticks, Volume); 
if CurrentBar > MyCurrentBar then begin 
	VolumeAtBid = 0; 
	VolumeAtAsk = 0; 
	BAVolRatio = 0; 
	VolTmp = 0; 
	MyCurrentBar = CurrentBar; 
	if ResetDeltaEachbar = 1 then Delta =0;
	DeltaO = Delta; 
	DeltaH = Delta; 
	DeltaL = Delta; 
end; 
Block = Myvol - VolTmp;
if (Block >= MinBlock) and (Block <= MaxBlock) then
	if Close <= InsideBid then
		Delta  = Delta - MyVol + VolTmp
	else if Close >= InsideAsk then 
		Delta = Delta + MyVol - VolTmp ;  
	VolTmp = MyVol ;
end; 


DeltaH = maxlist(DeltaH, Delta); 
DeltaL = minlist(DeltaL, Delta); 


if Delta <= 0 then color = DownColor else color = UpColor; 

plot1(DeltaO, "DO"); 
Plot2(DeltaH, "DH"); 
Plot3(DeltaL, "DL"); 
plot4(Delta, "DC");	 

 

Hello, I'm new to this forum.

I see this code and I think that it is better to change this line:

 

if Close <= InsideBid then
		Delta  = Delta - MyVol + VolTmp
	else if Close >= InsideAsk then 
		Delta = Delta + MyVol - VolTmp ;  
	VolTmp = MyVol ;
end; 

 

with this one:

 

if ticks>=filtro then begin
	if Close>= insideask then Delta=Delta+Ticks;
	if Close<= insidebid then Delta=Delta-Ticks;
end;

 

in this way I'have the real sum of volume exchanged in bidside less the volume exchanged in askside.

Is it correct?

 

MARCO

[Volume Splitter]

Woops way to completely balls up :crap: I only changed a couple of lines and managed to get an additional end statement and undefined variable (block) as you guys pointed out. It's got to the stage where it needs a tidy up (as well as comments) but this should at least run

 

inputs: 
UpColor(darkgreen), 
DownColor(red), 
DeltaBar(1), 
MaxBlock(9999),
MinBlock(0),
ResetDeltaEachBar(0); 

variables: 
MyVol(0), 
Block(0),
color(yellow), 
intrabarpersist MyCurrentBar(0), 
intrabarpersist VolumeAtBid(0), 
intrabarpersist VolumeAtAsk(0), 
intrabarpersist BAVolRatio(0), 
intrabarpersist VolTmp(0), 
intrabarpersist Delta (0), 
intrabarpersist DeltaH (0), 
intrabarpersist DeltaL (0), 
intrabarpersist DeltaO (0); 

if LastBarOnChart then begin 
  	MyVol = Iff(BarType < 2, Ticks, Volume); 
if CurrentBar > MyCurrentBar then begin 
	VolumeAtBid = 0; 
	VolumeAtAsk = 0; 
	BAVolRatio = 0; 
	VolTmp = 0; 
	MyCurrentBar = CurrentBar; 
	if ResetDeltaEachbar = 1 then Delta =0;
	DeltaO = Delta; 
	DeltaH = Delta; 
	DeltaL = Delta; 
end; 
Block = Myvol - VolTmp;
if (Block >= MinBlock) and (Block <= MaxBlock) then
	if Close <= InsideBid then
		Delta  = Delta - MyVol + VolTmp
	else if Close >= InsideAsk then 
		Delta = Delta + MyVol - VolTmp ;  
	VolTmp = MyVol ;
end; 


DeltaH = maxlist(DeltaH, Delta); 
DeltaL = minlist(DeltaL, Delta); 


if Delta <= 0 then color = DownColor else color = UpColor; 

plot1(DeltaO, "DO"); 
Plot2(DeltaH, "DH"); 
Plot3(DeltaL, "DL"); 
plot4(Delta, "DC");	 

 

Hello, I'm new to this forum.

I see this code and I think that it is better to change this line:

 

if Close <= InsideBid then
		Delta  = Delta - MyVol + VolTmp
	else if Close >= InsideAsk then 
		Delta = Delta + MyVol - VolTmp ;  
	VolTmp = MyVol ;
end; 

 

with this one:

 

if ticks>=filtro then begin
	if Close>= insideask then Delta=Delta+Ticks;
	if Close<= insidebid then Delta=Delta-Ticks;
end;

 

in this way I'have the real sum of volume exchanged in bidside less the volume exchanged in askside.

Is it correct?

 

MARCO