I am trying to code an indicator signalling when a bid - ask imbalance occurs and I'm not sure I understand which of the two codes below I should use in what situation
Thank you
protected override void OnBarUpdate() { currentAsk = GetCurrentAsk(); currentAskVolume = GetCurrentAskVolume(); ......... }
protected override void OnMarketData(MarketDataEventArgs marketDataUpdate) { if (marketDataUpdate.MarketDataType == MarketDataType.Ask) { askVol = marketDataUpdate.Volume; currentAsk = marketDataUpdate.Price; } }
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