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Market Depth Indicator
tradingbigboy
 Post subject: Market Depth Indicator Post rating: 0   New post Posted: Mon 08 Jun, 2015, 11:06 
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User rating: 2
Joined: Sat 02 May, 2015, 20:20
Posts: 20
Location: Ukraine, Kyiv
Hello,

Before I get to far into this, I need to know if it is possible to make a Market Depth indicator?? Or is this information only available as a strategy?

If so, I would like to know as well if history is available for Market Depth or should it be collected as it comes in only?

If possible, please take the code and tell me how to plot Open High Low and Close of these values for mdratio as a histogram as well as a separate Line for askhighest and bidhighest in a separate window.

Thank you so much for any help here!
TBB


Attachments:
FullMarketDepth.java [4.7 KiB]
Downloaded 85 times
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tradingbigboy
 Post subject: Re: Market Depth Indicator Post rating: 0   New post Posted: Tue 09 Jun, 2015, 08:29 
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User rating: 2
Joined: Sat 02 May, 2015, 20:20
Posts: 20
Location: Ukraine, Kyiv
Wow, don't everyone speak at once here. :lol:
 
API Support
 Post subject: Re: Market Depth Indicator Post rating: 0   New post Posted: Thu 02 Jul, 2015, 08:56 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Here is a sample indicator that shows volumes at each level on chart. The indicator is based on bar.getVolume() data.

Image


Attachments:
Fullscreen capture 722015 105344 AM.jpg [120.06 KiB]
Downloaded 290 times
LevelSensorInd.java [10.2 KiB]
Downloaded 94 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
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