This should be easy, but I've just spent an hour trying to do it. I know the answer is obvious... but you know how sometimes you just can't see it.

I simply want to know what the Last trade volume was, as in the Last tick, what was the volume traded at that price. I need to know this intrabar.

Help?

@Jura, @SPMC, @Laurus12 to the rescue? Others?

Mike

Have tried this among 100 other things:

 

Code

vars: _lastvol (0), intrabarpersist _lastvolpersist (0); _lastvolpersist = volume; _lastvol = volume; print(text("Volume[0] = ", Volume[0], ", _lastvol = ", _lastvol, ", lastvol[1] = ", _lastvol[1], ", _lastvolpersist[0] = ", _lastvolpersist[0]));

Sample output:

 

Code

Volume[0] = 123.00, _lastvol = 123.00, lastvol[1] = 137.00, _lastvolpersist[0] = 123.00 Volume[0] = 123.00, _lastvol = 123.00, lastvol[1] = 137.00, _lastvolpersist[0] = 123.00

Have tried all the math, nothing accurately reports the last trade size.

Mike

Hm, good question Mike.

After some puzzling this seems (with the emphasize on seems) to work:

Quoting 

1110131_121037 LastVol: 1 regularVol: 223 prevVol: 399 1110131_121039 LastVol: 8 regularVol: 231 prevVol: 399 1110131_121042 LastVol: 1 regularVol: 232 prevVol: 399 1110131_121044 LastVol: 6 regularVol: 238 prevVol: 399 1110131_121102 LastVol: 2 regularVol: 240 prevVol: 399 1110131_121110 LastVol: 1 regularVol: 241 prevVol: 399 1110131_121132 LastVol: 2 regularVol: 243 prevVol: 399 1110131_121134 LastVol: 1 regularVol: 244 prevVol: 399 1110131_121143 LastVol: 4 regularVol: 248 prevVol: 399 1110131_121151 LastVol: 4 regularVol: 252 prevVol: 399 1110131_121222 LastVol: 16 regularVol: 268 prevVol: 399 1110131_121238 LastVol: 2 regularVol: 270 prevVol: 399 1110131_121259 LastVol: 4 regularVol: 4 prevVol: 270 1110131_121300 LastVol: 3 regularVol: 7 prevVol: 270 1110131_121304 LastVol: 1 regularVol: 8 prevVol: 270 1110131_121310 LastVol: 3 regularVol: 11 prevVol: 270 1110131_121314 LastVol: 7 regularVol: 18 prevVol: 270 1110131_121320 LastVol: 9 regularVol: 27 prevVol: 270 1110131_121344 LastVol: 12 regularVol: 39 prevVol: 270 1110131_121352 LastVol: 5 regularVol: 44 prevVol: 270 1110131_121402 LastVol: 2 regularVol: 46 prevVol: 270 1110131_121428 LastVol: 8 regularVol: 54 prevVol: 270 1110131_121428 LastVol: 5 regularVol: 59 prevVol: 270 1110131_121434 LastVol: 2 regularVol: 61 prevVol: 270 1110131_121520 LastVol: 3 regularVol: 64 prevVol: 270 1110131_121520 LastVol: 1 regularVol: 65 prevVol: 270

 

Code

vars:      intrabarpersist lastVolume(0),     intrabarpersist volumeLastTrade(0); once cleardebug; lastVolume = volume - volumeLastTrade; volumeLastTrade = volume;      if lastVolume > 0 then begin        // needed because my playback data has ticks with zero volume, somehow          Print(date:0:0, "_", time_s:0:0, Spaces(2),          "LastVol: ", NumToStr(lastVolume, 0),             // volume of last tick update         " regularVol: ", NumToStr(Volume, 0),            // current volume of the bar, at this point         " prevVol: ", NumToStr(Volume[1], 0));            // this will plot the volume from the *close* of the previous bar end; if BarStatus(1) = 2 then begin     lastVolume = 0;     volumeLastTrade = 0; end;

Mike. Sorry, but this is now over my head. I'll try to learn something while you guys go forward.

Just so I am sure, did you see my last reply from Curtis?

Laurus

I received this from Dave @ MultiCharts. Haven't had a chance to test.

 

Code

var:     tick_vol(0),     curr_vol(0),     intrabarpersist tick_num(0),     intrabarpersist prev_vol(0); curr_vol = ticks; tick_vol = curr_vol - prev_vol; tick_num += 1; once cleardebug; if lastbaronchart then     print("Bar = ", currentbar, spaces(2), "Tick = ", tick_num, spaces(2), "Last tick volume = ", tick_vol); prev_vol = curr_vol; if barstatus = 2 then tick_num = 0;

I see both of you used "cleardebug", I am unfamiliar with that and will need to check it out.

Mike

Big Mike 

I see both of you used "cleardebug", I am unfamiliar with that and will need to check it out.

Clears output log. Cool.

Mike

Big Mike 

Clears output log. Cool. Mike

Except from that I am now behind, this is very exciting. I'll step back and watch

Edit: And thank you for the clarification on the "Tells"

Big Mike 

Clears output log. Cool. Mike

Laurus12 

Except from that I am now behind, this is very exciting. I'll step back and watch Edit: And thank you for the clarification on the "Tells"

Hello Mike, Laurus:
Did the above code work for you? If so, would you be so kind as to post a sample output chart?
Many thanks!