Storing bid/ask volumes

[senyorqueso]

I'm currently using a modified version of the bidaskanalysis efs i found here, but it only displays live data, which is a bit of a pain.

I'd really like to modify this so that it writes data for each bar out to a file, and then loads the history from the file while displaying the incoming live data.

If anyone has any example code that does something like this, or has any advice on how to most efficiently do it, I'd be most grateful!

Thanks,

SQ

[jobe1]

ambitious

I once found a kick-ass example on the web by an excel genius who used a feedback loop and a true/false cell that recorded the last xnumber of bar values. It isn't practical for large number of bars, and it had to be launched in just the right sequence given the feedback loop, but it was cool. I bet you could find it if it sounds like what you're looking for.

[senyorqueso]

Err - thanks, but doesn't sound quite what I'm after.

I think I'd need to do something like write out the volumes on the completion of each bar to a file, and then read back from the file to do a sort of backfill of data that was previously captured. As a failry new user of esignal, it might take me a while to work out how to do it (but I'll have a go).

Meanwhile, if anyone has any advice on this, please speak up!

[eSignal_JasonK]

Hello senyorqueso,

In this thread there was a very detailed discussion on how to write data to a file and use that data to re-plot or redraw the stored information upon a chart reload. This process could be modified to handle the bid/ask data.

[senyorqueso]

Thanks Jason - had a quick look - will it be more compicated to do it with the bidask stuff as it's a separate non price study - so instead of drawing images on certain price bars as detailed in that example, we'd need to create the bars of the study from the data found in the file?

[eSignal_JasonK]

Hello senyorqueso,

The routine would be virtually the same. The only difference is that you will have one line item per bar storing the bid/ask data that was plotted for each bar.