I have a question regarding the T&S window and what I read tick by tick.
In my indicator, I check it's a buy at ask, or sell at bid with this code (which is pretty common in many indicator), and just print it to the output window:
if (Close[0] >= GetCurrentAsk())
{
buys += tradeVol;
Print(Time[0].ToString("HH:mm:ss") + " BUY "+tradeVol+" at ask:"+GetCurrentAsk());
}
else if (Close[0] <= GetCurrentBid())
{
sells -= tradeVol;
Print(Time[0].ToString("HH:mm:ss") + " SELL "+tradeVol+" at bid:"+GetCurrentBid());
}
In T&S, just use color to tell it's a buy or sell.
I found when the tape moves FAST, these is a clear discrepency between these two result (please see attachment). I'm thinking when the tape moves quick (bid and ask price change quickly). Either T&S or getCurrentBid()/getCurrentAsk() cannot follow the pace.
This is really an big issue as it may give the opposite reading of block trade.
Please kindly check which one is right.
Thanks!
Dixie
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