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?
Tick-Volume Question [SOLVED]
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times