tick volume efs.

[paoly2007]

Hi
i would know if is it available an efs. study to get volume expressed in tick volume,that is the number of price changes done during a particoular period of time ( the time frame of my chart).

thank you very much, i hope someone can help me

[ACM]

paoly2007
The enclosed efs will return the number of ticks in a bar.
Note that this information can only be collected in real time.
Also note that with some electronically traded futures (ES, NQ for example) the efs will execute only under the following conditions
1) Current trade price is different than the previous trade price.
2) Current trade price is the same as the previous trade price but one is at the bid and the other at the ask or viceversa.
Alex

function preMain() {

    setPriceStudy(false);
    setStudyTitle("Tick Counter");
    setCursorLabelName("TIB");
    setPlotType(PLOTTYPE_HISTOGRAM);      
}

var TickCntr = 0;

function main() {

    if(getCurrentBarIndex()<0)
    return;
    
    if(getBarState()==BARSTATE_NEWBAR){
        TickCntr = 0;
    }
    
    TickCntr ++;

    return TickCntr;
} 

[Davros]

Also note that with some electronically traded futures (ES, NQ for example) the efs will execute only under the following conditions

Is this the case for liffe futures?

Thanks,

D.

[eSignal_JasonK]

Hello Davros,

Please give me some of the specific symbols you are you using and I'll check it out.

[Davros]

Originally posted by JasonK
Please give me some of the specific symbols you are you using and I'll check it out.

Thanks for the reply. It's "LX H5-LF" - the Liffe FTSE 100 contract.

D.

[eSignal_JasonK]

Hello Davros,

I don't see any problems with LX H5-LF. EFS is performing properly.

[Davros]

Jason,

Thank you!

D.