laski

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

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

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