how to reference past bid&ask price and bid&ask vol in el?

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z7c9
Posts: 7
Joined: 31 Jul 2010

how to reference past bid&ask price and bid&ask vol in el?

Postby z7c9 » 11 Sep 2010

I wonder if mc has ability to reference past bid&ask price and bid&ask volume in el?
just like close,i can reference 1 bar ago close as close[1].

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Dave Masalov
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Re: how to reference past bid&ask price and bid&ask vol in e

Postby Dave Masalov » 16 Sep 2010

Dear z7c9,

You should add data series and reference them the following way:

data1 - Trade
data2 - Bid
data3 - Ask
----
Close[1] of data1 - Trade of the previous bar
Close[1] of data2 - Bid of the previous bar
Close[1] of data3 - Ask of the previous bar


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