Job finished
Execution time 5 hours
Feedback from employee
Feedback from customer
i have written a code in excel who make volume count tick by tick and would like to translate it into metalanguage code.
This indicator make sum or subtraction of volume if last tick ( and volume ) is on bid side or ask side.
Calculation must be a cumulative sum day by day ( so indicator have to reset at end of day ) .
So the preface is finished....lets start to see how it work.....:
// THIS IS AN EXPLANATION ON HOW I MADE THIS IN EXCEL //
Column A : time
Column B : price CLOSE ( tick )
Column C : volume
Column D : =IF(B2>B1;1;IF(AND(D1=1;B2=B1);1;0)) // this start on row 2
Column E : =IF(D2=1;0;1)
Column F : =IF(D2=1;C2;0)
Column G : =IF(E2=1;C2;0)
Column H : =G2 * -1
Column I : =F2+H2
Column J : =cumulative sum (I2+J1)
I have make a lot of column to better explain how it work.....
Maybe i have make some mistakes....... important is that you have understood well what i need )))
Marco
Responded
Arbitration
113
28%
/
48%
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