I want to recognize above ask or below bid transactions, and plot dots on a tick chart to highlight the bar where it occur.
Modifying the BuySellVolume indicator, I test for before last tick size = before last ask size, and current price above last price (to recognise an above ask transaction).
But when comparing with T&S, it does not match.
My question : am I testing it the right way ? is it logically correct ?
PS : if you don't mind added a few word regarding the role of arraylist alBuy and alSell. In what are they usefull ?
Thank you for your answer
if (firstPaint) firstPaint = false; else { double tradeVol = previousVol == 0 ? Volume[0] : Volume[0] - previousVol; if (Close[0] >= GetCurrentAsk() && tradeVol >= minTradeVol) { buys += tradeVol; if(previousVol == previousAskVol && Close[0] > previousAsk) Alert("myAlert", NinjaTrader.Cbi.Priority.High, "Above Ask", "Alert2.wav", 1, Color.Black, Color.Yellow); if(tradeVol >= minBigVol && !Historical) DrawDot("BigVol" + CurrentBar.ToString(), true, 0, Close[0], Color.LimeGreen); } else if (Close[0] <= GetCurrentBid() && tradeVol >= minTradeVol) { sells += tradeVol; if(previousVol == previousBidVol && Close[0] < previousBid) Alert("myAlert", NinjaTrader.Cbi.Priority.High, "Below Bid", "C:\\WINDOWS\\Media\\Windows XP Ding.wav", 1, Color.Black, Color.Yellow); if(tradeVol >= minBigVol && !Historical) DrawDot("BigVol" + CurrentBar.ToString(), true, 0, Close[0], Color.Red); } } previousVol = Volume[0]; previousAsk = GetCurrentAsk(); previousBid = GetCurrentBid(); previousAskVol = GetCurrentAskVolume(); previousBidVol = GetCurrentBidVolume();
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