Bob00

Tks Tams for your reply I've found this: UPTICKS: Volume (shares) traded on Up Ticks DOWNTICKS: Volume (shares) traded on Down Ticks TICKS: Total Volume / shares VOLUME: Volume (shares) traded on Up Ticks ?????????????????????????????????????? So seems to be correct to use upticks and downticks ??? and wrong to use Volume???? Did I get a wrong information? I got it at: www.tradestation.com/support/training/downloads/Volume_Reserved_Words_Reference.pdf :crap:

Great thread and lot of effort willingness from every one. I am interested in Volume Delta and CVD because they are unquestionable datas, then each of us can use it or ignore in his trading decisions. I'm sure everyone here knows the exact meaning of these 2 indicators but to be more clear: DELTA VOLUME: it is the difference between volume traded at bid and volume traded at ask in a definite time frame (es 1min 5min and so on) CVD: The cumulative volume delta is the algebraical sum of the single delta volume values I'm not a programmer so I may be wrong but in this thread beside adding other things like filters and assumptions about dumb traders (little) and big traders, the basic fault IMHO that invalidate all the reasoning is that is used the tick volume instead of the real volume ad bid and volume at ask. An uptick can be made by a 1ctr or by 2000ctr that's not definitely the same thing. By the way what I'm telling now is, I'm not a programmer but just a trader but in Multichart we have: - the possibility to plot the bid and the ask historically - the possibility to have a tick by tick "last trade" with volume Also in MC prebuild indicators we have Volume up and Volume dn, that are only uptick or downtick, they don't consider the real volume at bid or volume at ask. An uptick can be made by a 1ctr or by 2000ctr that's not definitely the same thing. By the way what I'm telling now is, I'm not a programmer but just a trader but in Multichart we have: - the possibility to plot the bid and the ask historically - the possibility to have a tick by tick "last trade" with volume It seems it's all we need to build a Real VD and CVD with history, exactely like that one that Trading Technologies offers with X-Study. I would really apreciate an imput from all of you EL programmers good trading to everyone R.

Tks for your reply, Yes IQfeed does provide DDE feed, they also include a saple DDE spreadsheet in Excell but it doesn't work to me. I've put all the settings they say but nothing. May be I have an old version of Excell (2002) Tks again

Hi may be it is not the appropriate thread but because I've seen some experts in Excell DDE spreadsheet, I' asking you something probably very simple: I need to make on Excell a simple Time & Sales with price & volume scrolling, (a Tape) and possibly also a filter to the volume (>10lots) I use MultiCharts software feeded by IQ Feed but I don't have a Tape to read. Unbeliveble a software like MC doesn't have T&S!!! they don't want even introduce it in the future! That's why I'm trying to make it with excell. Tks in advance for any helps. Good trading PS. I'm new to TL, I found it a very good place for traders, tks Soultrader

To me It doesn't get compiled when I do it it says: compiled with error this word has already been defined errLine 23, errColumn 2, errLineEnd 23, errColumnEnd 2, could you give me a help? regards BobOO