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MultiCharts order flow information gathering


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MultiCharts order flow information gathering

  #11 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
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Since when did they add a return capability?!?! I've been needing this for so long! (looking at market depth code)

https://www.multicharts.com/trading-software/index.php/Return

Mike

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Can you help answer these questions
from other members on NexusFi?
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  #12 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,439 since Jun 2009
Thanks Given: 33,202
Thanks Received: 101,598

Hmm. Here is my Signal code, which produces nothing (no print statements, no errors, nothing). I do have a DOM up, and the built-in Market Depth indicator worked.

 
Code
if not LastBarOnChart_s then #return;

Inputs: UpdateSpeed_seconds(0.1);

vars:
	dasksize		(0),
	dbidsize		(0),
	ddiff		(0);
	

RecalcLastBarAfter(UpdateSpeed_seconds);

if not dom_isconnected then begin

	print("DOM not connected.  Abort.");
	#return;

end;

dasksize	= dom_asksize(0) + dom_asksize(1) + dom_asksize(2) + dom_asksize(3) + dom_asksize(4);
dbidsize = dom_bidsize(0) + dom_bidsize(1) + dom_bidsize(2) + dom_bidsize(3) + dom_bidsize(4);

ddiff = dasksize - dbidsize;

print(ddiff);
If anyone has an idea let me know.

It isn't even printing at the close of bar. I also turned on IOG, no change. I also tried commenting out the first line, no change.

Mike

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  #13 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
Thanks Given: 327
Thanks Received: 180


I had a chance to test this out. Exact code is working fine as expected and can see the output in the print log in PL Editor ( don't even have the DOM open). I am using OEC data if it matters.

Thanks

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  #14 (permalink)
 guppy 
Los Angeles, CA
 
Experience: Advanced
Platform: Tradestation
Broker: Tradestation
Trading: ES,HG,GC,YM,Nq,RB,NG
Posts: 52 since Aug 2011
Thanks Given: 11
Thanks Received: 8

Anyone care to show this same code in ninjatrader? Id like to test it. I beleive ninjatrader has onmarketdepth().

Thanks


Big Mike View Post
Hmm. Here is my Signal code, which produces nothing (no print statements, no errors, nothing). I do have a DOM up, and the built-in Market Depth indicator worked.

 
Code
if not LastBarOnChart_s then #return;

Inputs: UpdateSpeed_seconds(0.1);

vars:
	dasksize		(0),
	dbidsize		(0),
	ddiff		(0);
	

RecalcLastBarAfter(UpdateSpeed_seconds);

if not dom_isconnected then begin

	print("DOM not connected.  Abort.");
	#return;

end;

dasksize	= dom_asksize(0) + dom_asksize(1) + dom_asksize(2) + dom_asksize(3) + dom_asksize(4);
dbidsize = dom_bidsize(0) + dom_bidsize(1) + dom_bidsize(2) + dom_bidsize(3) + dom_bidsize(4);

ddiff = dasksize - dbidsize;

print(ddiff);
If anyone has an idea let me know.

It isn't even printing at the close of bar. I also turned on IOG, no change. I also tried commenting out the first line, no change.

Mike


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Last Updated on May 29, 2015


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