Bid Ask Values Per Bar [SOLVED]
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tradebuster
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Bid Ask Values Per Bar
After a bar closes, I would like to get the number of trades traded at the bid and the number at the ask that make up the total volume? I would like to reference this in powerlanguage and plot it as an indicator. Is there any code already written for this?
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Henry MultiСharts
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tradebuster
- Posts: 10
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- Has thanked: 7 times
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Henry MultiСharts
- Posts: 9165
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Re: Bid Ask Values Per Bar [SOLVED]
tradebuster, there is no code written specifically for this, but all of the information you may need for your calculations is already available in this study.