Cummulative Bid Ask Volume

[eSignal_JasonK]

Hello Michael,

I see. All you need to do is modify the return statement in BidAskVolume.efs on line 61 to include a "-" sign in front of nBidVol. It should look like this:

return new Array(nAskVol, nInsideVol, -nBidVol); 

You might want to adjust the thickness of the histograms also, which are on lines 13-15 in preMain(). The first number (i.e. 8) in setDefaultBarThickness(8, 0) is the number that sets the thickness.

[michaelm]

Gotcha. Thanks, Jason.

[bobbethgoo]

cummulative bid ask volume

Could the cumbidaskvol.efs be tweaked to show volume @ask minus volume @bid and then plot either a histogram or a line on the study pane (of course with a zero line in the middle) ?

Thanks
Bob

[karabugla]

yes...

that would be fine indeed...tried to tweak it, but i virtually have no programming skillis...could anybody probably help out?

best regards,

kev

[eSignal_JasonK]

Hello Bob and Kev,

In case you haven't seen this already. I've posted a new formula in this thread. See BidAskRatio.efs. In the Edit Studies parameters, set Analysis to Cumulative, Study Output to Ask-Bid and the Source to Volume. There's also the option to plot the study as a line or histogram.

[bobbethgoo]

Nice!

Fantastic work Jason!
Bob

[rebkwez]

Bug fixed?

Jason,

Was the updating bug regarding the efs updating on every tick even if it's the same price every fixed?

-Elliot

[eSignal_JasonK]

Hello Elliot,

Please see my reply on this topic in this post. This behavior on the electronically traded equity index futures symbols has not been changed to date. This may not be a desirable behavior for some users, but changing it could lead to some chart freezing for others. Please feel free to submit your request for this behavior to be modified to our development team at [email protected]. In the mean time, if you need an EFS to execute on each trade, you will need to use a tick interval such as 60S.