MultiCharts order flow information gathering

April 3rd, 2012, 06:45 AM

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

April 3rd, 2012, 07:28 AM

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

April 23rd, 2012, 07:15 AM

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

May 29th, 2015, 04:53 PM

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

Thanks

Big Mike

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

MultiCharts order flow information gathering

Discussion in EasyLanguage Programming

MultiCharts order flow information gathering