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Thread: EFS programming

  1. #1
    Join Date
    Dec 2011
    Posts
    2

    EFS programming

    Question for the forum:

    I'd like to make a velocity indicator that would show me the following:

    1) number of actual trades/ticks per time period as per time and sales window.
    2) where I can alter the time period to 10 seconds, 30 seconds, 5 seconds
    3) the number of ticks per period is shown in a data window in large font. Like a digital readout of mph in your car but instead of 10 mph it would say 10 tpi (ticks per interval) and would update every 5 seconds, or 10 seconds.

    Does anything like this already exist? I don't know where to start with efs programming. Can anyone point me in the right direction?

    Thanks

  2. #2
    Join Date
    Sep 2010
    Posts
    41
    Regarding your question whether anything like this exists, you might start by looking under "Search" and trying various key words.

    pot

  3. #3
    Join Date
    Dec 2011
    Posts
    2

    Programming question for Alexis

    Hello Alexis,

    Could you please help me make an efs that could do the following?

    1) based on what it would read I would call it the TPI or "ticks per interval" indicator
    2) it would tell me how many actual trades (not volume but trades) occured in the last 30 seconds, 10 seconds, etc.
    3) I would like it to be a indicator that could be put below where I keep the stochastics, and be a single line with the actual number on the right hand scale.
    4) when I click on edit I'd like to be able to change the interval to adjust manually for super fast or super slow times in the market. Ie if its really slow I may want it to measure the ticks in a 60 second interval.

    My objective is to measure the tape speed of the market to determine how actively participated it is. There are times when the time and sales window flies and its obvious that there is a lot of trading going on. I have a harder time reading medim environments and would like to quantify the action. It would help me stay out of quiet or dead markets.

    Many thanks,

    Brian

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