MC code to track order size

Questions about MultiCharts and user contributed studies.
aczk
Posts: 71
Joined: 08 Feb 2012
Has thanked: 8 times
Been thanked: 1 time

MC code to track order size

Postby aczk » 13 Jun 2012

Hi
Wondering if this is possible in MC:

To create an indicator that reads the level II order flow and shows me where the big orders happen. For example in the eurostoxx I want to see when big lots (100+) exceed their average number/frequency for a certain period.

Anyone ever coded something like this.

thx

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: MC code to track order size

Postby JoshM » 16 Jun 2012

To create an indicator that reads the level II order flow and shows me where the big orders happen. For example in the eurostoxx I want to see when big lots (100+) exceed their average number/frequency for a certain period.
Depending on what you mean (from what I know about it);

Yes, it's possible to track order sizes and compare these to the average number/frequency for a certain period.

No, it's not possible to divide the level II pending orders into their respective order size.

aczk
Posts: 71
Joined: 08 Feb 2012
Has thanked: 8 times
Been thanked: 1 time

Re: MC code to track order size

Postby aczk » 17 Jun 2012

hi thx for the reply

The first, tracking order size, determine if it is "large" and showing what bars had this.

any idea how to code this.

User avatar
TJ
Posts: 7740
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2221 times

Re: MC code to track order size

Postby TJ » 17 Jun 2012

hi thx for the reply

The first, tracking order size, determine if it is "large" and showing what bars had this.

any idea how to code this.
you have to wait for the .NET version of MultiCharts.


see a chart example from Andrew Kirillov:

Image

viewtopic.php?f=1&t=10424#p50710

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: MC code to track order size

Postby JoshM » 22 Jun 2012

hi thx for the reply

The first, tracking order size, determine if it is "large" and showing what bars had this.

any idea how to code this.
you have to wait for the .NET version of MultiCharts.
I think that it also would be possible with the DOM PowerLanguage reserved words to track the bid/ask size for a given bar (if that is Aczk's goal).


Return to “MultiCharts”