Volume Splitter

[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");	 

 

I am new to easylanguage, please help my questions and comments below -

 

Questions -

1. What's the purpose of the (if LastBarOnChart) block, is it to make sure that this indicator only works on real-time data?

 

2. If this indicator is inserted into a 100-tick chart, how often(frequency) tradestation charting engine invokes this logic? every 1 tick?

 

3. Is it possible to replace MyVol = Iff(BarType < 2, Ticks, Volume);

with MyVol = Volume for 100-tick chart.

 

Comments:

1. BARatio, VolumeAtAsk, VolumeAtBid are not used in the code, they could be removed;

2. cumulative volume(delta) calculation should also consider the relationship of the current bar close price with previous bar close price;

 

Thanks!!!

[Does OEC Provide Market Breadth Indicators?]

does OEC provide market breadth indicators like $ADD, $VOLD, $TRIN and $TICK?

 

$ADD - NYSE Advancing Issues – Declining Issues Difference

$VOLD - NYSE Up Volume – Down Volume Difference

 

Thanks!

[Tradestation Fee for NASDAQ Market Breadth Data]

how much does Tradestation charge for NASDAQ market breadth data - $ADQD and $VOLQD ?

 

does NASDAQ Data Package #1 include this breadth or do I have to subscribe to NASDAQ Data Package #2 ?

 

Thanks!