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Trade Point Technologies

  #70 (permalink)

Elite Member
Auckland
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: 6E
 
Posts: 7 since Aug 2009
Thanks: 4 given, 1 received

I'm not great at programing but I think carsPulled is just a running total of changes in the bid and ask order book, and does not distinguish between orders pulled and orders filled.

I think it needs to use something like
if (e.Operation == Operation.Remove)
to check for removals.

Plus it seems to produce wacky results on small time frames .... ha ha.

.

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