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Multicharts.Net access footprint bar data elements via api
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Multicharts.Net access footprint bar data elements via api

  #11 (permalink)
Market Wizard
Hamburg Germany
 
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Isn't this just for realtime data? How do you access historical status line values for example? How do you access the ticks in the historical (not realtime!) bar tick by tick?
I am not trying to be cute, I am actually interested in it. Besides that it might answer why you see the behavior of the profile data that you describe.

Regards,

ABCTG

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  #12 (permalink)
Trading Apprentice
Chicago + IL/USA
 
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I didnt know that! .. I thought the same methods to access realtime ticks would work when historical ticks are being streamed into the indicator. The way to access that information would be the same as in the realtime case...

VP on the other hand doesnt work the same way, it gets calculated somewhere else. Also, the calculation seems to use a different stream. Dunno if my assumption is correct

So, if this is wrong, then how does anyone work with historical tick based indicators/strategies?


Last edited by shark505; June 24th, 2016 at 02:04 PM.
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  #13 (permalink)
Trading Apprentice
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Can someone atleast tell me if what I'm trying to do can be done? Seems there are few MC users, well cant blame you its GARBAGE software!

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  #14 (permalink)
Market Wizard
Hamburg Germany
 
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shark505,

part of the problem might be that it's not really clear what you are trying to do exactly. So it's impossible to steer you in the right direction.

Regards,

ABCTG



shark505 View Post
Can someone atleast tell me if what I'm trying to do can be done? Seems there are few MC users, well cant blame you its GARBAGE software!


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  #15 (permalink)
Trading Apprentice
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Whats not clear, I'm trying to use bars footprint information to make an indicator/strategy.

The backfill/recalculation using tick data doesn't work tick by tick.. so the calculations are messed up for the VP and other issues ive outlined

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  #16 (permalink)
Trading Apprentice
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tick based observations

Some observations, for real-time tick based calculations

1. When using StatusLine for values of Bid/Ask and then judging last trade as Buy/Sell seems to work. This doesn't work for historical tick based calculations, as the StatusLine bid/ask values dont update for past tick data

2. If I use UpTicksValue/DownTicksValue to see if last trade was Buy/Sell, this doesn't work/is incorrect for both in real-time and in historical tick based calculations. This is very strange cause the whole idea of having this variable is to be able to know buying and selling volume.

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  #17 (permalink)
Elite Member
Sevilla + Spain
 
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Question

Hello,

I am trying to get access to those collections too. I have tried the code published:

int bn = Bars.FullSymbolData.Current-1;
var vp = VolumeProfile.ItemForBar(bn);
if (vp != null)
{
var levels = vp.Values;
for (int i=0; i<levels.Count; i++) {
var level = levels.ElementAt(i);
double p = level.Price.Dbl;
decimal vAsk = level.AskTradedValue;
decimal vBid = level.BidTradedValue;
Output.WriteLine("{0} : {1} | {2}", p, vBid, vAsk);
}
}

But when I compile it I get an error: 'System.Collections.Generic.ICollection<PowerLanguage.VolumeProfile.ILevel>' dpesn't contain an 'ElementAt' definition, neither an extension method 'ElementAt' that sccepts a first argument of type 'System.Collections.Generic.ICollection<PowerLanguage.VolumeProfile.ILevel>' (missing using directive or an ensamble reference?)

Any help would be appreciated

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