EFS Question

[Himalaya]

How would an efs script be written to count how many times a trade takes place a given price level? (How many times price ticks at a specific price)


Also what would the script be that would count total volume at that specific price?

Are these two things possible in an efs?

[Doji3333]

possible solution.

One way I would try to accomplish this is as follows..

var TargetPrice = 25.00;  // this is the price we are looking for


var PriceCount = 0;
var PriceVol = 0;
var LastVolLevel = null;

function main() {

if (getCurrentBarIndex() == 0) {
  if ((close() == TargetPrice) && (LastVolLevel != null)) {  // price ticked
   PriceCount += 1;
    if (getValue("Volume",0) > LastVolLevel) {
      //  volume increased on the same bar
      PriceVol += (getValue("Volume",0) - LastVolLevel);
    } else {
      //  new bar with new volume level
      PriceVol += getValue("Volume",0);
    }
  }

  LastVolLevel = getValue("Volume",0);
}

} 

This code will only run in realtime as we don't know where prices ticked in the past (historical chart) for a single price level - but is is a good example. This code example will record price level hits (#) and total accumlative volume at that price level.

If you wanted this code to track multiple price levels, I would suggest using an ARRAY OBJECT (with an array obviously), then we would have to convert this code to check the array values and update than just as I've shown.

Best regards,

B

[Himalaya]

Thanks again Brad

Thanks for all your help !!!!!