DDE Question

[WilliamV]

Currently the script below is returning #NAME?. I have multiples dde scripts opened on a few charts working perfectly but for the life of me can't crack this one.

Is it because the data for Ask and Bid vol are being returned in an array???

Any help greatly appreciated.

William

function preMain() {
setStudyTitle("Bid\/Ask Volume ");
setCursorLabelName("Ask Vol", 0);
setCursorLabelName("Inside Vol", 1);
setCursorLabelName("Bid Vol", 2);
setDefaultBarFgColor(Color.green, 0);
setDefaultBarFgColor(Color.black, 1);
setDefaultBarFgColor(Color.red, 2);
setDefaultBarThickness(8, 0);
setDefaultBarThickness(6, 1);
setDefaultBarThickness(4, 2);
setPlotType(PLOTTYPE_HISTOGRAM, 0);
setPlotType(PLOTTYPE_HISTOGRAM, 1);
setPlotType(PLOTTYPE_HISTOGRAM, 2);

var fp0 = new FunctionParameter("sType", FunctionParameter.STRING);
fp0.setName("Analysis");
fp0.addOption("Bar");
fp0.addOption("Cumulative");
fp0.setDefault("Bar");
}

var nBidVol = null;
var nInsideVol = null;
var nAskVol = null;
var vVol = null;
var bPrimed = false;
var nAsk = null;
var nBid = null;
var bEdit = true;
var ddeup = null;
var ddedown = null;

function main(sType) {
if (getCurrentBarIndex() < 0) return;

var nState = getBarState();
if (nState == BARSTATE_NEWBAR) {
if (sType == "Bar" || day(0) != day(-1)) {
nBidVol = 0;
nInsideVol = 0;
nAskVol = 0;
}
vVol = 0;
}

var vPrevVol = null;
if (vVol != null && bPrimed == true) vPrevVol = vVol;

var nTempAsk = getMostRecentAsk();
var nTempBid = getMostRecentBid();
if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
if (nTempBid != null && nTempBid != 0) nBid = nTempBid;

var vClose = close();
vVol = volume();

var vTradeVol = vVol - vPrevVol;

if (bPrimed == false && vVol != null) {
bPrimed = true;
return;
} else {
if (vClose <= nBid) {
nBidVol += vTradeVol;
} else if (vClose >= nAsk) {
nAskVol += vTradeVol;
} else {
nInsideVol += vTradeVol;
}
}

return new Array(nAskVol, nInsideVol, nBidVol);

if (bEdit == true) {
var sym = getSymbol();
sym = sym.replace(" #F", "");
sym = sym.replace(" ", "_");
debugPrintln("Example DDE link: '=eSignal|EFS!" + sym + "_ask");
ddeup = new DDEOutput(sym + "_ask" + getInterval());
ddedown = new DDEOutput(sym + "_bid" + getInterval());
bEdit = false;

retVal = nAskVol.getValue(0)
xretVal = nBidVol.getValue(0)


if(retVal != null) ddeup.set(retVal);
if(xretVal != null) ddedown.set(xretVal);
}

return;

}

[WilliamV]

More info. This is what I currently have in the excel cell: =eSignal|EFS!ES_ask5

Special thanks to Jason K for the original BidAskVolume efs script!!

[SteveH]

You might want to rethink putting:

return new Array(nAskVol, nInsideVol, nBidVol);

below your:

if (bEdit == true) { ... }

[doh!]

William, on something less obvious:

This is very important. Always, always put your local var declarations just after the 1st "{" of the function. There is no local variable scoping rule in Javascript. All local vars get hoisted to the top of the function regardless of where you declare them. This can produce some nasty initialization bugs if you start pasting other code which references those vars above the declarations.

Also, always put your global var declarations above ALL of your function definitions (first one in an EFS is usually the preMain()). Same hoisting issue. Same kinds of bugs may result.

[WilliamV]

Changed the location returning the array, below the dde code, at the end of the if(bEdit == true), now returning 0.00.

Looking at var declaration locations...

[waynecd]

Looking over your script, you have the code:

        if (retVal != null) ddeup.set(retVal);
if (xretVal != null) ddedown.set(xretVal); 

inside the bEdit brackets which means it executes only once on the first getCurrentBarIndex() == 0. I would place the bEdit code near the top after local variable declarations and only include code which gives the values to the ddeup and ddedown variables as I believe you inteded to do.

Also, you are retrieving the values for retVal and xretVal as if they were series (retVal = nAskVol.getValue(0)) when in fact they are single cummulative values calculated just above, not arrays. The variables retVal and xretVal are not needed, just use nAskVol and bBidVol respectively. Also, to avoid other potential issues, terminate each complete line of regular code with a semicolon ( retVal = nAskVol.getValue(0); ).

Last consider using something to correctly indent your code, it makes it easier to read and find errors. A good resource is found at: http://jsbeautifier.org/

I did not test this code because the markets are now closed and this script only runs on real time but here are my untested revisions.

//http://forum.esignal.com/showthread.php?s=&threadid=36990


function preMain() {
    setStudyTitle("Bid\/Ask Volume ");
    setCursorLabelName("Ask Vol", 0);
    setCursorLabelName("Inside Vol", 1);
    setCursorLabelName("Bid Vol", 2);
    setDefaultBarFgColor(Color.green, 0);
    setDefaultBarFgColor(Color.black, 1);
    setDefaultBarFgColor(Color.red, 2);
    setDefaultBarThickness(8, 0);
    setDefaultBarThickness(6, 1);
    setDefaultBarThickness(4, 2);
    setPlotType(PLOTTYPE_HISTOGRAM, 0);
    setPlotType(PLOTTYPE_HISTOGRAM, 1);
    setPlotType(PLOTTYPE_HISTOGRAM, 2);

    var fp0 = new FunctionParameter("sType", FunctionParameter.STRING);
    fp0.setName("Analysis");
    fp0.addOption("Bar");
    fp0.addOption("Cumulative");
    fp0.setDefault("Bar");
}

var nBidVol = null;
var nInsideVol = null;
var nAskVol = null;
var vVol = null;
var bPrimed = false;
var nAsk = null;
var nBid = null;
var bEdit = true;
var ddeup = null;
var ddedown = null;

function main(sType) {
    var vPrevVol = null;
    var nTempAsk = null;
    var nTempBid = null;
    if (getCurrentBarIndex() < 0) return;

    if (bEdit == true) {
        var symb = getSymbol();
        symb = symb.replace(" #F", "");
        symb = symb.replace(" ", "_");
        ddeup = new DDEOutput(symb + "_ask" + getInterval());
        ddedown = new DDEOutput(symb + "_bid" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "_ask" + getInterval());
        bEdit = false;
    }
    var nState = getBarState();
    if (nState == BARSTATE_NEWBAR) {
        if (sType == "Bar" || day(0) != day(-1)) {
            nBidVol = 0;
            nInsideVol = 0;
            nAskVol = 0;
        }
        vVol = 0;
    }

    if (vVol != null && bPrimed == true) vPrevVol = vVol;

    nTempAsk = getMostRecentAsk();
    nTempBid = getMostRecentBid();
    if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
    if (nTempBid != null && nTempBid != 0) nBid = nTempBid;

    var vClose = close(0);
    vVol = volume(0);

    var vTradeVol = vVol - vPrevVol;

    if (bPrimed == false && vVol != null) {
        bPrimed = true;
        return;
    } else {
        if (vClose <= nBid) {
            nBidVol += vTradeVol;
        } else if (vClose >= nAsk) {
            nAskVol += vTradeVol;
        } else {
            nInsideVol += vTradeVol;
        }
    }
    if (nAskVol != null) ddeup.set(nAskVol);
    if (nBidVol != null) ddedown.set(nBidVol);

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

Wayne

[WilliamV]

Special thanks to Jason again, Steve and Wayne.

Merry Xmas and happy holidays to all.

[WilliamV]

What if you want to return the values for the previous bar, nAskVol(-1), nBidVol(-1) knowing that everytime the efs is reloaded, it populates current bar, erasing historic values?

[waynecd]

The easier coding way is to use "ref()".

I had already done this for the Bid/Ask study using efs intermal to create a series from it. I just added some value retrieval examples and comments for your benefit.

I think the eSignal tutorials cover efsInternal() in addition to the knowledge base and forum search. A good sample explanation from Stevehare2003 can be found at :

http://forum.esignal.com/showthread.php?threadid=28047&highlight=return+values

//http://forum.esignal.com/showthread.php?s=&threadid=36990
debugClear();

function preMain() {
    setStudyTitle("Bid/Ask Volume ");
    setCursorLabelName("Ask Vol", 0);
    setCursorLabelName("Inside Vol", 1);
    setCursorLabelName("Bid Vol", 2);
    setDefaultBarFgColor(Color.green, 0);
    setDefaultBarFgColor(Color.black, 1);
    setDefaultBarFgColor(Color.red, 2);
    setDefaultBarThickness(8, 0);
    setDefaultBarThickness(6, 1);
    setDefaultBarThickness(4, 2);
    setPlotType(PLOTTYPE_HISTOGRAM, 0);
    setPlotType(PLOTTYPE_HISTOGRAM, 1);
    setPlotType(PLOTTYPE_HISTOGRAM, 2);

    var fp0 = new FunctionParameter("sType", FunctionParameter.STRING);
    fp0.setName("Analysis");
    fp0.addOption("Bar");
    fp0.addOption("Cumulative");
    fp0.setDefault("Bar");
}
var bInit = false;
var bidaskArray;
var ddeup_1 = null;
var ddedown_1 = null;

function main(sType){
    var ask1_0,ask1_1,bid1_0,bid1_1,inside1_0,inside1_1;
    if(!bInit){
        var symb_ = getSymbol();
        symb_ = symb_.replace(" #F", "");
        symb_ = symb_.replace(" ", "_");
        bidaskArray = efsInternal("bidask_",sType);
        ask1=getSeries(bidaskArray,0);
        inside1=getSeries(bidaskArray,1);
        bid1=getSeries(bidaskArray,2);
        ddeup_1 = new DDEOutput(symb_ + "_ask_1" + getInterval());
        ddedown_1 = new DDEOutput(symb_ + "_bid_1" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb_ + "_ask_1" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb_ + "_bid_1" + getInterval());
        bInit = true;
    }
    ask1_0 = ask1.getValue(0);//(0) returns current value 
    ask1_1 = ask1.getValue(-1);//(-1) returns previous value 
    bid1_0 = bid1.getValue(0);
    bid1_1 = bid1.getValue(0);
    inside1_0 = inside1.getValue(0);
    inside1_1 = inside1.getValue(-1);
    //debugPrintln(ask1_0+", "+ask1_1);
    //consider/test using a null check when retrieving individual values, i.e.,
    //if(ask1_1 != null) "then do something";
    if (ask1_1 != null) ddeup_1.set(ask1_1);
    if (bid1_1 != null) ddedown_1.set(bid1_1);

    
    return new Array(ask1,inside1,bid1);
    //return new Array(ask1_0,inside1_0,bid1_0);//could be used instead of the above return statement
}

var nBidVol = null;
var nInsideVol = null;
var nAskVol = null;
var vVol = null;
var bPrimed = false;
var nAsk = null;
var nBid = null;
var bEdit = true;
var ddeup = null;
var ddedown = null;

function bidask_(xType) {
    var vPrevVol = null;
    var nTempAsk = null;
    var nTempBid = null;
    if (getCurrentBarIndex() < 0) return;

    if (bEdit == true) {
        var symb = getSymbol();
        symb = symb.replace(" #F", "");
        symb = symb.replace(" ", "_");
        ddeup = new DDEOutput(symb + "_ask" + getInterval());
        ddedown = new DDEOutput(symb + "_bid" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "_ask" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "_bid" + getInterval());
        bEdit = false;
    }
    var nState = getBarState();
    if (nState == BARSTATE_NEWBAR) {
        if (xType == "Bar" || day(0) != day(-1)) {
            nBidVol = 0;
            nInsideVol = 0;
            nAskVol = 0;
        }
        vVol = 0;
    }

    if (vVol != null && bPrimed == true) vPrevVol = vVol;

    nTempAsk = getMostRecentAsk();
    nTempBid = getMostRecentBid();
    if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
    if (nTempBid != null && nTempBid != 0) nBid = nTempBid;

    var vClose = close(0);
    vVol = volume(0);

    var vTradeVol = vVol - vPrevVol;

    if (bPrimed == false && vVol != null) {
        bPrimed = true;
        return;
    } else {
        if (vClose <= nBid) {
            nBidVol += vTradeVol;
        } else if (vClose >= nAsk) {
            nAskVol += vTradeVol;
        } else {
            nInsideVol += vTradeVol;
        }
    }
    if (nAskVol != null) ddeup.set(nAskVol);
    if (nBidVol != null) ddedown.set(nBidVol);

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

Wayne

[WilliamV]

Line 33 originally formula not found, changed it to:
bidaskArray = efsInternal("bidask_"(sType));

Do not know whether this was necessary but in Line 37, in order to avoid interval confusion, changed it to
ddeup_1 = new DDEOutput(symb_ + "_xask" + getInterval()); instead of ask_1 followed by interval.

Now No syntax errors but returning #name?

Reading up on the links posted.

[waynecd]

It works fine on my end and returns:

Example DDE link: '=eSignal|EFS!6E_bid_1100T
Example DDE link: '=eSignal|EFS!6E_ask_1100T
Example DDE link: '=eSignal|EFS!6E_bid100T
Example DDE link: '=eSignal|EFS!6E_ask100T

Post what you have once again to see what's going on.

Wayne

[WilliamV]

Now with the code below, is returning all the appropriates values with the exception of the previous bids which is also returning the current bar instead of the previous. Obviously when more than one bar has formed.

I think I had too many different efs versions running on different charts which was giving me the problems originally posted.

debugClear();

function preMain() {
setStudyTitle("Bid/Ask Volume ");
setCursorLabelName("Ask Vol", 0);
setCursorLabelName("Inside Vol", 1);
setCursorLabelName("Bid Vol", 2);
setDefaultBarFgColor(Color.green, 0);
setDefaultBarFgColor(Color.black, 1);
setDefaultBarFgColor(Color.red, 2);
setDefaultBarThickness(8, 0);
setDefaultBarThickness(6, 1);
setDefaultBarThickness(4, 2);
setPlotType(PLOTTYPE_HISTOGRAM, 0);
setPlotType(PLOTTYPE_HISTOGRAM, 1);
setPlotType(PLOTTYPE_HISTOGRAM, 2);

var fp0 = new FunctionParameter("sType", FunctionParameter.STRING);
fp0.setName("Analysis");
fp0.addOption("Bar");
fp0.addOption("Cumulative");
fp0.setDefault("Bar");
}
var bInit = false;
var bidaskArray;
var ddeup_1 = null;
var ddedown_1 = null;

function main(sType){
var ask1_0,ask1_1,bid1_0,bid1_1,inside1_0,inside1_1;
if(!bInit){
var symb_ = getSymbol();
symb_ = symb_.replace(" #F", "");
symb_ = symb_.replace(" ", "_");
bidaskArray = efsInternal("bidask_",sType);
ask1=getSeries(bidaskArray,0);
inside1=getSeries(bidaskArray,1);
bid1=getSeries(bidaskArray,2);
ddeup_1 = new DDEOutput(symb_ + "_ask_1" + getInterval());
ddedown_1 = new DDEOutput(symb_ + "_bid_1" + getInterval());
debugPrintln("Example DDE link: '=eSignal|EFS!" + symb_ + "_ask_1" + getInterval());
debugPrintln("Example DDE link: '=eSignal|EFS!" + symb_ + "_bid_1" + getInterval());
bInit = true;
}
ask1_0 = ask1.getValue(0);//(0) returns current value
ask1_1 = ask1.getValue(-1);//(-1) returns previous value
bid1_0 = bid1.getValue(0);
bid1_1 = bid1.getValue(0);
inside1_0 = inside1.getValue(0);
inside1_1 = inside1.getValue(-1);
//debugPrintln(ask1_0+", "+ask1_1);
//consider/test using a null check when retrieving individual values, i.e.,
//if(ask1_1 != null) "then do something";
if (ask1_1 != null) ddeup_1.set(ask1_1);
if (bid1_1 != null) ddedown_1.set(bid1_1);


return new Array(ask1,inside1,bid1);
//return new Array(ask1_0,inside1_0,bid1_0);//could be used instead of the above return statement
}

var nBidVol = null;
var nInsideVol = null;
var nAskVol = null;
var vVol = null;
var bPrimed = false;
var nAsk = null;
var nBid = null;
var bEdit = true;
var ddeup = null;
var ddedown = null;

function bidask_(xType) {
var vPrevVol = null;
var nTempAsk = null;
var nTempBid = null;
if (getCurrentBarIndex() < 0) return;

if (bEdit == true) {
var symb = getSymbol();
symb = symb.replace(" #F", "");
symb = symb.replace(" ", "_");
ddeup = new DDEOutput(symb + "_ask" + getInterval());
ddedown = new DDEOutput(symb + "_bid" + getInterval());
debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "_ask" + getInterval());
debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "_bid" + getInterval());
bEdit = false;
}
var nState = getBarState();
if (nState == BARSTATE_NEWBAR) {
if (xType == "Bar" || day(0) != day(-1)) {
nBidVol = 0;
nInsideVol = 0;
nAskVol = 0;
}
vVol = 0;
}

if (vVol != null && bPrimed == true) vPrevVol = vVol;

nTempAsk = getMostRecentAsk();
nTempBid = getMostRecentBid();
if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
if (nTempBid != null && nTempBid != 0) nBid = nTempBid;

var vClose = close(0);
vVol = volume(0);

var vTradeVol = vVol - vPrevVol;

if (bPrimed == false && vVol != null) {
bPrimed = true;
return;
} else {
if (vClose <= nBid) {
nBidVol += vTradeVol;
} else if (vClose >= nAsk) {
nAskVol += vTradeVol;
} else {
nInsideVol += vTradeVol;
}
}
if (nAskVol != null) ddeup.set(nAskVol);
if (nBidVol != null) ddedown.set(nBidVol);

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

[WilliamV]

Also when I change return new Array(ask1,inside1,bid1);
to return new Array(ask1_1,inside1_1,bid1_1);
the chart stops being fed the array alltogether, after the proper reload of efs.

[waynecd]

My "12-06-2011 05:41 AM " post code included the incorrect code:

    bid1_1 = bid1.getValue(0); 

which should have been:

    bid1_1 = bid1.getValue(-1); 

to retrieve the previous value.

Also, the previous value retrieved [*.getValue(-1)] is not the last bid/ask for the last tick but the total bid/ask for the last bar. So "return new Array(ask1_1,inside1_1,bid1_1);" won't update the plot for the current bar with incoming data. Instead when a new bar comes in it plots the values for the cumulative bid/ask from the previous bar.

Also when I change return new Array(ask1,inside1,bid1);
to return new Array(ask1_1,inside1_1,bid1_1);
the chart stops being fed the array alltogether, after the proper reload of efs.

If you need the last bid/ask value for the current tick you need to capture it from "vTradeVol" in the conditionals for the respective cummulative "nAskVol" etc. above or below the cummulative formula in each conditional, i.e., above "nBidVol += vTradeVol;" for the last tick bid volume etc. I am assuming you're not interested in individual bid/ask values.

Another way to get the previous bars cummulative bid/ask values is to use the "ref()" function.

For the previous cummulative value of the same bar, before the current tick volume is added, I coded an example below, using a simple variable to capture the previous cumulative value (variables ending in "_1", like "nBidVol_1"). Note that these are still cumulative values but just the one before the incoming tick bid/ask is added.

Good resources for DDE are:

http://kb.esignalcentral.com/display/2/index.aspx?c=12&cpc=40O2r6eeyG0Jfuy2sd5gAr4LG2c3&cid=1&cat=&catURL=&r=0.460414111614227

http://kb.esignalcentral.com/display/2/index.aspx?c=12&cpc=40O2r6eeyG0Jfuy2sd5gAr4LG2c3&cid=1&cat=&catURL=&r=0.0179199576377869

I'm curious what you would use the previous bid/ask value for?

//http://forum.esignal.com/showthread.php?s=&threadid=36990


function preMain() {
    setStudyTitle("Bid/Ask Volume ");
    setCursorLabelName("Ask Vol", 0);
    setCursorLabelName("Inside Vol", 1);
    setCursorLabelName("Bid Vol", 2);
    setDefaultBarFgColor(Color.green, 0);
    setDefaultBarFgColor(Color.black, 1);
    setDefaultBarFgColor(Color.red, 2);
    setDefaultBarThickness(8, 0);
    setDefaultBarThickness(6, 1);
    setDefaultBarThickness(4, 2);
    setPlotType(PLOTTYPE_HISTOGRAM, 0);
    setPlotType(PLOTTYPE_HISTOGRAM, 1);
    setPlotType(PLOTTYPE_HISTOGRAM, 2);

    var fp0 = new FunctionParameter("sType", FunctionParameter.STRING);
    fp0.setName("Analysis");
    fp0.addOption("Bar");
    fp0.addOption("Cumulative");
    fp0.setDefault("Bar");
}

var nBidVol = null;
var nInsideVol = null;
var nAskVol = null;
var nBidVol_1 = null;
var nInsideVol_1 = null;
var nAskVol_1 = null;
var vVol = null;
var bPrimed = false;
var nAsk = null;
var nBid = null;
var bEdit = true;
var ddeup = null;
var ddedown = null;
var ddeInside = null;
var ddeup_1 = null;
var ddedown_1 = null;
var ddeInside_1 = null;

function main(sType) {
    var vPrevVol = null;
    var nTempAsk = null;
    var nTempBid = null;
    if (getCurrentBarIndex() < 0) return;

    if (bEdit == true) {
        var symb = getSymbol();
        symb = symb.replace(" #F", "");
        symb = symb.replace(" ", "_");debugPrintln("symb; "+symb);
        ddeup = new DDEOutput(symb + "ask0_" + getInterval());
        ddedown = new DDEOutput(symb + "bid0_" + getInterval());
        ddeInside = new DDEOutput(symb + "Inside0_" + getInterval());
        ddeup_1 = new DDEOutput(symb + "ask1_" + getInterval());
        ddedown_1 = new DDEOutput(symb + "bid1_" + getInterval());
        ddeInside_1 = new DDEOutput(symb + "Inside1_" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "ask0_" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "bid0_" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "Inside0_" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "ask1_" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "bid1_" + getInterval());
        debugPrintln("Example DDE link: '=eSignal|EFS!" + symb + "Inside1_" + getInterval());
        bEdit = false;
    }
    var nState = getBarState();
    if (nState == BARSTATE_NEWBAR) {
        if (sType == "Bar" || day(0) != day(-1)) {//resets values to 0
            nBidVol = 0;
            nInsideVol = 0;
            nAskVol = 0;
            nBidVol_1 = 0;
            nInsideVol_1 = 0;
            nAskVol_1 = 0;
        }
        vVol = 0;
    }

    if (vVol != null && bPrimed == true) vPrevVol = vVol;

    nTempAsk = getMostRecentAsk();
    nTempBid = getMostRecentBid();
    if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
    if (nTempBid != null && nTempBid != 0) nBid = nTempBid;

    var vClose = close(0);
    vVol = volume(0);

    var vTradeVol = vVol - vPrevVol;

    if (bPrimed == false && vVol != null) {
        bPrimed = true;
        return;
    } else {
        if (vClose <= nBid) {
//if you need the previous single bid/ask value instead of the cummulative one
//just use a variable to capture the "vTradeVol" here and in the respective conditional below

            nBidVol_1 = nBidVol;
            nBidVol += vTradeVol;
//for every bar each of these with "+=" adds the previous total to the incoming value and 
//all are reset above under the code with "BARSTATE_NEWBAR"
        } else if (vClose >= nAsk) {
            nAskVol_1 = nAskVol;
            nAskVol += vTradeVol;
        } else {
            nInsideVol_1 = nInsideVol;
            nInsideVol += vTradeVol;
        }
    }
    if (nAskVol != null) ddeup.set(nAskVol);
    if (nBidVol != null) ddedown.set(nBidVol);
    if (nInsideVol != null) ddeInside.set(nInsideVol);
    if (nAskVol_1 != null) ddeup_1.set(nAskVol_1);
    if (nBidVol_1 != null) ddedown_1.set(nBidVol_1);
    if (nInsideVol_1 != null) ddeInside_1.set(nInsideVol_1);
debugPrintln("0000::  "+nAskVol+", "+nInsideVol+", "+nBidVol);
debugPrintln("1111::  "+nAskVol_1+", "+nInsideVol_1+", "+nBidVol_1);

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

Wayne

[WilliamV]

Waynecd,

It is secondary to the current value of bid and ask, but it helps me with my decisionmaking.

You have been an invaluable help! If for some reason you may need my help in the future, I'll do my best to provide you with the answers you may need.

Thanks again. Happy Holidays!! God bless.

[waynecd]

Glad it helped.

Wayne