time sales, idea and problem

[mateusz]

I have this idea, taken from marketdelta probably (partly). I dont know if its possible to write such efs but... i dont know, thats why I ask you about it:

what indicator should calculate:
on time&sales there is this field "size". and there are three different groups of data (green, red, blue) green-up tick, red - down tick and blue unchanged tick i guess. I would like to know if its possible towrite indicator which would summ up-tick with all unchaged ticks until down -tick occures. and when down tick occurs then i would like it to summ all unchaged ticks until next uptick occures:
example:
size=uptick(green)=10
size=unchanged ticks =1
size =unchangedtick=5
sieze =unchagaed tick=4

size=downtick=5
size=unchangedtick=10
size=unchangedtick=1

now, the formula should count it like this: it should summ first four sizes which would be +20 and then minus it with downtticks which is -16 so it should be +4 after this calculation.

lets say we have 3min timeframe chart and i wonder if this efs could make this calculations in 3min bar and give us after three minutes summ of up and down portions like in example i gave. and count it in each bar after bar drawing a line or something like that.
Ihope it is possible to create such thing using efs. thank you for any help on that.

[eSignal_JasonK]

Hello mateusz,

The EFS functions you need to develop your study can be found here. Note, however, that these functions do not access historical data. They are only exposed to real time data. Take a look at the formula below to see some examples on how to use these functions.

BidAskAnalysis.efs
BidAskRatio.efs
BidAskVolume.efs
BidAskSize.efs