Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

bigboy

Members
  • Content Count

    3
  • Joined

  • Last visited

Everything posted by bigboy

  1. Hmmm, guess I've got the pros stumped here! bigboy
  2. Hello, I'm thinking this is an easy answer for someone more familiar with Elcollections and ADE than I am. Anyway, I have this written to a file by an external dll. Date,Time,mdindex,mdbidvol,mdaskvol,mdopen,mdhigh,mdlow 02/04/2008,1744,499,1,0,13780.000000,13785.000000,13775.000000 02/04/2008,1744,500,0,2,13780.000000,13785.000000,13775.000000 02/04/2008,1744,501,25,0,13780.000000,13785.000000,13775.000000 02/04/2008,1745,499,1,1,13795.000000,13805.000000,13790.000000 02/04/2008,1745,500,34,11,13795.000000,13805.000000,13790.000000 02/04/2008,1745,501,11,167,13795.000000,13805.000000,13790.000000 02/04/2008,1745,502,0,3,13795.000000,13805.000000,13790.000000 02/04/2008,1746,497,41,0,13795.000000,13795.000000,13780.000000 02/04/2008,1746,498,20,107,13795.000000,13795.000000,13780.000000 02/04/2008,1746,499,23,18,13795.000000,13795.000000,13780.000000 02/04/2008,1746,500,68,0,13795.000000,13795.000000,13780.000000 I'm trying to make a map of a map I guess so that I can read in the values but there is not a one to one correspondence with the bar. Instead each bar has variable amount of data depending upon the number of price movemements in the bar. I need to somehow read this in from a file and store it in a map or list to operate on and print out. I need a map or list that is created from this that has variable number of members keyed by the minute bar id somehow. Here's the contents of what I have in my ADC.GetMDELTA function Inputs: Sym(StringSimple), Interval(NumericSimple), BarID(NumericSimple), vmdeltaindexlist(NumericRef), vbidList(NumericRef), vaskList(NumericRef), vmdopenList(NumericRef), vmdhighList(NumericRef), vmdlowList(NumericRef); Vars: LastSym(""), LastInterval(-1), Index(0), DataMap(0), BarList(0), mdeltaindexlist(0), bidList(0), askList(0), mdopenList(0), mdhighList(0), mdlowList(0); if Sym <> LastSym or Interval <> LastInterval then begin LastSym = Sym; LastInterval = Interval; DataMap = ADE.GetRequiredMap("MDELTA", Sym, Interval); BarList = MapSC.Get(DataMap, ":Bar"); mdeltaindexlist = MapSC.Get(DataMap, "mdindex"); bidList = MapSC.Get(DataMap, "mdbidvol"); askList = MapSC.Get(DataMap, "mdaskvol"); mdopenList = MapSC.Get(DataMap, "mdopen"); mdhighList = MapSC.Get(DataMap, "mdhigh"); mdlowList = MapSC.Get(DataMap, "mdlow"); end; if ListN.IsSorted(BarList) = false then Value1 = ADE.SortDataMap(DataMap); if ListN.Lookup(BarList, BarID, Index) = false then Index = Index - 1; if Index <> 0 then begin vmdeltaindexlist = ListN.Get(mdeltaindexlist, Index); vbidList = ListN.Get(bidList, Index); vaskList = ListN.Get(askList, Index); vmdopenList = ListN.Get(mdopenList, Index); vmdhighList = ListN.Get(mdhighList, Index); vmdlowList = ListN.Get(mdlowList, Index); end; ADC.GetMDELTA = Index; Since these do not match up with individual ticks either, the zerobar stuff doesn't work for this. Any help appreciated. Bigboy
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.