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
MC code to track order size
- JoshM
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Re: MC code to track order size
Depending on what you mean (from what I know about it);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.
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.
- TJ
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Re: MC code to track order size
you have to wait for the .NET version of MultiCharts.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.
see a chart example from Andrew Kirillov:
viewtopic.php?f=1&t=10424#p50710
- JoshM
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Re: MC code to track order size
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).you have to wait for the .NET version of MultiCharts.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.