Nice thought process of continually thinking things out. I am only good at discovering a problem and not so good at understanding it (or solving it) until Marina or Andrew or someone like you explains it to me. That is why I asked the initial question at the beginning of the thread and gave it such a provocative (yet probably , misleading, title). I initiated it after watching some videos from Bill Dennis about smart/dumb money and an indicator they were using at EOTPro that was written by Richard Todd.
I studied my own version to see if dumb money actually traded opposite of the direction of the trend, as I have read some research papers that indicated that large intraday spec traders enter a position "all in" and then scale out as the trade goes in their favor. Hence the appearance of selling on the way up and buying on the way down [by smaller traders]. I brought this up to Bill in another thread and he insists that it is dumb money. So we disagree. But, if he can make money trading it, then he is a hero and that is all that matters and I don't care if he believes that the moon is made of green cheese. (which it is.
Then, I started seeing big inconsistencies using intrabarpersist and did not know what was causing it. So I started searching around the internet to find others that were using it. There are large discussions in several other forums but I did not dig deep enough to discover the flaws. I only knew there were some. Thus, the beginning of this thread.
Subsequently, through Marina and Richard Todd (posting on TradersLaboratory) an understanding of the phenomena was explained. The problem, as Richard explains, is called "race conditions" when trying to correlate two independent data streams in "event driven" programs. IntraBarPersist works fine and can be misused when a programmer does not understand the limitations.
Richard knew this when writing his indicator (or at least stumbled upon it like I did). He understood and worked around the problem. He's a pretty smart guy. That's why, when I have a problem, I search the internet for smart guys who have had the same problem and solved it. (Otherwise, I stay away from discussion forums except this one.)
Sometimes, there are others who have already solved for the bid/ask problems and it is better to just pay them. Hence the reference in my other posts to programs that keep track of such granularity: "(FuturesScalper, OrderFlowAnalytics, MD among others)".
You might be able to use EL Collections to do what you need. I don't use it and have not delved into it extensively. It seems to fill a niche that TS programmers abandoned long ago.
To me, time is money, and I look to those whose specialty is solving specific problems (unless of course, you like to tinker, then it becomes your hobby). I always tell people when they have car problems to go to a specialist. If you have radiator or brake problems don't go to a muffler shop. If you have transmission problems don't go to an oil change place. Go to a specialist. For myself, my specialty is not writing .dlls or using GVs. I would rather just pony up for a real, solid solution. I don't mind paying for quality, especially when it will pay for itself many times over.
For those who need a solution and are not so inclined to figure this out on your own...
I would think that contracting and paying TSSupport to write a program to solve the bid/ask/tradesize would be very effective. Who knows more about this stuff than they do?
Additionally, here is a guy (Steve Johns) that has a solution at a good price: (I hope Andrew doesn't mind me posting this, I have no affiliation - I think the original author, SwissTrader, posts to this forum)
http://www.codefortraders.com/Tradestat ... kDelta.htm
He might even customize it for MC.
Richard Todd (if I can be presumptuous - I have never spoken or emailed him) might also give direction if contacted privately by email. He is a programmer, wrote the code for EOTPro and is an MC expert.
I, myself, feel that there is merit in pursuing a solution individually and sharing it with the forum. It is good to understand how things like this work so that we are not deceiving ourselves by unintentional misuse. I have satisfied myself in the answers that have been given. I greatly appreciate those that have contributed here and on other forums that I have searched. I probably will not pursue it anymore as I, like you, watch price patterns and only confirm with volume and do not use this small granularity of information.
But we are all looking for an edge, No?