Anyone? I'm still trying to figure out what exactly happens when the flags are "BS" or "LV".
Really hope somebody could bring some clarification.
Thanks! :)
nuclearping:
I'm ignoring the flags !!!Anyone? I'm still trying to figure out what exactly happens when the flags are "BS" or "LV".
Really hope somebody could bring some clarification.
Thanks! :)
just do it in code:
//--- BEGIN CODE
MqlTick tick_array[];
int copied=CopyTicks(_Symbol,tick_array,COPY_TICKS_TRADE,0,10);
// Latest loop
for(int i=copied-1;i>=0;i--) {
char c = '?'; // Unknown
MqlTick tick = tick_array[i];
if(tick.last <= tick.bid){
c = 'S'; // SELL
}else if(tick.last >= tick.ask){
c = 'B'; // BUY
}
// the variable c has information aggression: BUYER, SELLER or Unknown.
}
// --- END CODE
MqlTick tick_array[];
int copied=CopyTicks(_Symbol,tick_array,COPY_TICKS_TRADE,0,10);
// Latest loop
for(int i=copied-1;i>=0;i--) {
char c = '?'; // Unknown
MqlTick tick = tick_array[i];
if(tick.last <= tick.bid){
c = 'S'; // SELL
}else if(tick.last >= tick.ask){
c = 'B'; // BUY
}
// the variable c has information aggression: BUYER, SELLER or Unknown.
}
// --- END CODE
Excuse my English, I hope it helped.
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Hello,
I'm trying to understand MqlTick. This is a volume / order flow log I've recorded some days ago.
b = BUY order
s = SELL order
bs = BUY & SELL (trade happened?)
lv = LAST & VOLUME changed
So far everything is pretty self-explaining. But I'm wondering what happens when the flag is = 24 (TICK_FLAG_LAST | TICK_FLAG_VOLUME). From my observations they always seem to appear together and sometimes "last" is != "bid" . Sometimes lower, sometimes higher, but always < "ask".
So what happens on the market when this appears? I could think of someone moving their LMT. But if this is true, how do I know if it is on the bid or ask side? And what happens when "bid" = "last". I don't think of a trade happening there, because I assume thats indicated by flag 6 ("bs").
EDIT:
Or could it be that there was a trade happening to that price and "last" is the new current market price? Think that makes more sense.
Anyknow here knowing more? Thank you! :)