How to access Imbalance Delta Bars value?

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Al3cs
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How to access Imbalance Delta Bars value?

Postby Al3cs » 05 Sep 2018

Goodmorning,
I'm trying to access to POC value and single bid or ask values per single bar.
Please check attached image.

I'm new to .NET and I can't figure out if this is possible and how to do it.
2018-09-05 11_37_20-MultiCharts .NET64 Special Edition - Untitled Desktop - Esperimenti.NET - [DSXU1.png
2018-09-05 11_37_20-MultiCharts .NET64 Special Edition - Untitled Desktop - Esperimenti.NET - [DSXU1.png (25.46 KiB) Viewed 509 times

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ABC
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Re: How to access Imbalance Delta Bars value?

Postby ABC » 05 Sep 2018

Hi Al3cs,

you can access the data via the volume profile collection and you can find an example in the WIKI here:
https://www.multicharts.com/trading-sof ... me_Profile

Regards,

ABC

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Al3cs
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Re: How to access Imbalance Delta Bars value?

Postby Al3cs » 05 Sep 2018

Thank you for your reply.
Using a past piece of code posted here in the forum now I'm able to get this
2018-09-05 17_41_55-MultiCharts .NET64 Special Edition - Untitled Desktop - Esperimenti.NET - [DSXU1.png
2018-09-05 17_41_55-MultiCharts .NET64 Special Edition - Untitled Desktop - Esperimenti.NET - [DSXU1.png (52.31 KiB) Viewed 496 times
where you can see the price, bid, ask and poc of the bar values.
Now looks like that values are updated only in uptick or downtick and not in real time.

My code now is this:

Code: Select all

protected override void CalcBar()
{
int bn = Bars.FullSymbolData.Current - 1;
var vp = VolumeProfile.ItemForBar(bn);
var pocbar = vp.POCForBar(bn);
if (vp != null)

{
var levels = vp.Values;
for (int i = 0; i < levels.Count; i++)
{
var level = levels.ElementAt(i);
double p = level.Price.Dbl;
decimal vAsk = level.AskTradedValue;
decimal vBid = level.BidTradedValue;
Output.WriteLine("{0}\t{1}\t{2}\t{3}", p, vBid, vAsk, pocbar);

if (Bars.Close[0] > Bars.Open[0])
{
//??
}
}
}
}
Now what I still can't understand how to do it is pick the single bid or ask specific value (i.e. last bid in a rising candle).
Another thing I would like to get are imbalance values or I would like to find the way to check it by myself but, one more time, I need to isolate bid(n) and ask (n+1)


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