I don't think this indicator is working correctly. I'm using the Block Trades per Bar indicator on Appl with block size set to 100,000 and chart set to 30 sec. The indicator is plotting on every bar even though there are no 100,000 block trades on appl.
Could it be that the script is wrong? I noticed script reference "TradeVolume" but I can't find the reserve word in the dictionary.
Also changing input DataNum seems to have no effect.
"Block Trade per Bar" Indicator, not working? [SOLVED]
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Henry MultiСharts
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Re: "Block Trade per Bar" Indicator, not working? [SOLVED]
Hello StefanoSF,
"TradeVolume" has been reserved for further use. It does not perform any calculations at the moment.
"TradeVolume" has been reserved for further use. It does not perform any calculations at the moment.
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TJ
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Re: "Block Trade per Bar" Indicator, not working?
give this a try:
Code: Select all
// Study: Block Trades per Bar without TradeVolume
// Version: beta 0.1
// Date: Sept 30, 2013
// Author: TJ
// License: Public use. This header must be retained.
//
// Description:
// Block Trades per Bar without using the keyword TradeVolume
//
// This indicator works on data1 only
//
inputs:
Block.Size(50);
variables:
intrabarpersist Bar.Volume(0),
intrabarpersist Block.count(0),
intrabarpersist BarNum(0),
Trade.Block(0) ;
if BarNum <> CurrentBar then
begin
Block.count = 0 ;
Barnum = CurrentBar ;
end ;
Trade.Block = ticks - Bar.Volume;
if Trade.Block >= Block.Size then
Block.count = Block.count + 1 ;
Plot1( Block.count, "BlockTrades" ) ;
Bar.Volume = ticks;
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waveslider
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Re: "Block Trade per Bar" Indicator, not working?
TJ's code does not seem to be functioning at least with my IQfeed connect. I am cross referencing with Time and Sales window with the same filter applied
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TJ
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Re: "Block Trade per Bar" Indicator, not working?
Time and Sales are never the same as live quotes.TJ's code does not seem to be functioning at least with my IQfeed connect. I am cross referencing with Time and Sales window with the same filter applied
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waveslider
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Re: "Block Trade per Bar" Indicator, not working?
Right, sorry, I am not using IQFeed for this either. I am just looking at filtered block trades (live) in the T&S window and trying to have a plot match the output. Any suggestions?