Say the Primary is symbol DIS and the secondary is symbol C.
I am able to calculate the current Ask Spread between these two symbols by using:
dCurrAskSpread = GetCurrentAsk( 0 ) - GetCurrentAsk( 1 );
where 0 indexes DIS, and 1 indexes C.
This is good.
I also need to be able to calculate the WMA between these two symbols.
However, it appears that WMA() only operates on the current BarsInProgress data.
That is, it doesn't appear that I can do the following:
dCurrWMAspread = WMA( High (for symbol DIS), 10 ) - WMA( High (for symbol C), 10 );
How do I go about calculating WMA for the symbol C when the DIS tick update is happening?
Likewsie, the reverse is true when the C tick update is happening.
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