For example the below indicator, will take the "Trade" tick series, and the "Ask" tick series, as a second series. There are multiple Ask Size, and Ask Price ticks that arrive between Trades.
Instead of calculating and taking applicable action on each such change in the Ask series, the Indicator waits until there is a trade on the primary series.
I cannot put the Ask series as the first series, since in real life application I will depend on more than just these 2 series.
How can I fix this ?
Code: Select all
namespace PowerLanguage.Indicator{
[SameAsSymbol]
public class TickByTickHandling : IndicatorObject {
public TickByTickHandling(object _ctx):base(_ctx){}
private IPlotObject plot1;
private double askSize=0;
public double AskSize { get { return askSize; } set { if (askSize != value && value >0) { askSize = value; DoSomething(); } } }
protected override void Create() { // create variable objects, function objects, plot objects etc.
plot1 = AddPlot(new PlotAttributes("", EPlotShapes.Point, Color.Red));
Output.Clear();
}
protected override void StartCalc() {}
protected override void CalcBar(){
if(BarsOfData(2).UpTicks[0]>0)
AskSize = BarsOfData(2).DownTicks[0] + BarsOfData(2).UpTicks[0];
Output.WriteLine(DateTime.Now.ToString("HH:mm:ss.ffffff")+" Last Trade vol:"+Bars.Volume[0]+" Ask:"+BarsOfData(2).VolumeValue +"/"+BarsOfData(2).DownTicks[0]+ "/"+BarsOfData(2).UpTicks[0] );
}
public void DoSomething()
{
Output.WriteLine(DateTime.Now.ToString("HH:mm:ss.ffffff")+" Did Something");
}
}
}
Code: Select all
19:09:48.381798 Last Trade vol:2 Ask:85/84/85
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:88/88/88
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:94/94/94
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:40/39/40
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:41/41/41
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:46/45/46
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:48/47/48
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:49/49/49
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:53/53/53
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:43/42/43
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:41/41/41
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:39/38/39
19:09:48.381798 Last Trade vol:2 Ask:39/38/39
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:42/41/42
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:43/43/43
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:46/46/46
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:43/43/43
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:50/49/50
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:57/56/57
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:58/58/58
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:59/59/59
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:60/59/60
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:56/56/56
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:2 Ask:54/54/54
19:09:48.381798 Last Trade vol:2 Ask:54/54/54
19:09:48.381798 Last Trade vol:1 Ask:54/54/54
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:1 Ask:65/65/65
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:1 Ask:67/67/67
19:09:48.381798 Last Trade vol:1 Ask:67/67/67
19:09:48.381798 Last Trade vol:1 Ask:67/67/67
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:1 Ask:76/76/76
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:1 Ask:85/85/85
19:09:48.381798 Did Something
19:09:48.381798 Last Trade vol:1 Ask:90/90/90
19:09:48.382798 Did Something
19:09:48.382798 Last Trade vol:1 Ask:92/91/92
19:09:48.382798 Last Trade vol:1 Ask:92/91/92
19:09:48.558808 Did Something
19:09:48.558808 Last Trade vol:1 Ask:93/92/93
19:09:48.558808 Did Something
19:09:48.558808 Last Trade vol:1 Ask:93/93/93
19:09:48.558808 Did Something
19:09:48.558808 Last Trade vol:1 Ask:97/97/97
19:09:48.558808 Last Trade vol:2 Ask:97/97/97
19:09:48.558808 Last Trade vol:7 Ask:97/97/97
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:98/97/98
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:98/98/98
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:100/99/100
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:107/107/107
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:119/119/119
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:120/119/120
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:121/121/121
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:125/125/125
19:09:50.138898 Did Something
19:09:50.138898 Last Trade vol:7 Ask:124/123/124