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Help with Arrays or DataSeries


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Help with Arrays or DataSeries

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Shinkarev
Sumy 40030
 
 
Posts: 2 since Jun 2015
Thanks: 0 given, 0 received

Good day to all!
Having some questions about how to create next thing:
I want to get Maximum Volume bar from secondary timeframe series on a period of primary.
It also will be same as cluster Volume.
I know the algorithm which I need to write, but I'm not very good in programming.

The main idea is:
1. Get Current Bar range on primary Timeframe (15m f.e.) - (High-Low) (f.e. Bar Range is 30.00-29.00).
2. Script automatically gets all Tick Volume on each price (from 30.00 to 29.00) and SUMM it on each price level.
F.e. on price 30 we had 10 Ticks in all 15m and total VOL in this 10 ticks was 300, on price 29.50 we had 50 Ticks and summ of VOL of all this ticks was 500.

3. Script finds the MAX Value of step 2.
The MAX Value will be 500 Vol -> return that MAX Value was on price 29.50.


It's not necessary will it work with Calculate on Bar Close or another way. But I really very interested how to programm it.

If somebody can help me with a little examples - I will learn it and write, and of course - share it.
Thanks!

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