Tick-Volume Question  [SOLVED]

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AlphaCat
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Tick-Volume Question

Postby AlphaCat » 03 Feb 2015

I worte a simple indicator that prints the bid, ask and volume. The data is set to build volume on tick count. Here is the code and the corresponding output:

http://i.imgur.com/Vo0Iocj.jpg

As you can see in the output, there are several occurances where the volume doesnt change, despite there being a new tick. On a lmax 100 tick chart, the volume is often off by 50%.

Anything i can do to fix this?

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Henry MultiСharts
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Re: Tick-Volume bug  [SOLVED]

Postby Henry MultiСharts » 04 Feb 2015

Hello AlphaCat,

Please use Bars.TicksValue or Bars.TrueVolume()[0].

AlphaCat
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Re: Tick-Volume bug

Postby AlphaCat » 04 Feb 2015

Ok thanks, thats working.


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