thank u sciurus, .. I need a clarification. cud u please tell me if the code below will give an approximation of bid-ask volume when compared with ur cumulativedelta indicator on a one minute timeframe.
if (iClose(Symbol(),PERIOD_M1,i) > iClose(Symbol(),PERIOD_M1,i+1))
{
P1 = P1+(iVolume(Symbol(),PERIOD_M1,i));
}
if (iClose(Symbol(),PERIOD_M1,i) < iClose(Symbol(),PERIOD_M1,i+1))
{
P2 = P2-(iVolume(Symbol(),PERIOD_M1,i));
}
because if I use this, the computer need not be running all day long to collect the ticks...
so I need ur opinion please....
if (iClose(Symbol(),PERIOD_M1,i) > iClose(Symbol(),PERIOD_M1,i+1))
{
P1 = P1+(iVolume(Symbol(),PERIOD_M1,i));
}
if (iClose(Symbol(),PERIOD_M1,i) < iClose(Symbol(),PERIOD_M1,i+1))
{
P2 = P2-(iVolume(Symbol(),PERIOD_M1,i));
}
because if I use this, the computer need not be running all day long to collect the ticks...
so I need ur opinion please....