Having some interesting question!
I want to compare ticks in each price of the bar. I know the algorithm (on paper), but I don't know how to program it.
The main idea is:
I need to create something like data series or else for each bar on 5 min chart (for example).
In the diapasone of the high-low bar I need to calculate how many ticks was on each price of the bar range.
And in end - summ all this ticks by each price (or cluster) and get those values.
Can somebody help me with advice how to create it?
Big thanks!
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