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In regards to the emini, can an EFS be written that would do the following?
1. Create bars/candles based on volume i.e. 1,000, 5,000, 10,000 contracts traded per bar/candle?
2. Plot a horizontal line at the price where the highest and lowest amount of contracts were traded during the last 1000, 5000, etc contracts traded? Could these lines connect to create high volume/low volume moving averages?
3. Give the contracts traded at bid/contracts traded at ask ratio of the last bar (either time or volume based)? 2:1, 3:1 etc
4. Create moving averages based on contracts traded at bid vs contracts traded at ask for a changeable parameter (last 1000, 5000, total contracts traded)
It seems as though all this info is available in Time and Sales. If this could be done would it choke Esignal in the process?
I am trying to see order flow using Volume Profiling. (an extremely detailed and scaleable "Volume Profile")
Firstly, what I want to know is could these functions be written as an EFS and then if so would they actually run or would they choke the program.
I would appreciate advice from anyone with experience working with writing studies into Esignal
1. Create bars/candles based on volume i.e. 1,000, 5,000, 10,000 contracts traded per bar/candle?
2. Plot a horizontal line at the price where the highest and lowest amount of contracts were traded during the last 1000, 5000, etc contracts traded? Could these lines connect to create high volume/low volume moving averages?
3. Give the contracts traded at bid/contracts traded at ask ratio of the last bar (either time or volume based)? 2:1, 3:1 etc
4. Create moving averages based on contracts traded at bid vs contracts traded at ask for a changeable parameter (last 1000, 5000, total contracts traded)
It seems as though all this info is available in Time and Sales. If this could be done would it choke Esignal in the process?
I am trying to see order flow using Volume Profiling. (an extremely detailed and scaleable "Volume Profile")
Firstly, what I want to know is could these functions be written as an EFS and then if so would they actually run or would they choke the program.
I would appreciate advice from anyone with experience working with writing studies into Esignal