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That's interesting, also why the DOM data would be different in reality than in my indicator?

Of course it has, you can access depth of market for stocks, futures...

Hi everyone! I would like to create an indicator for TradeStation that plots the BID - ASK ratio for minimum 6 levels. BID ratio formula (same for ASK): (Total volume available at the 6 bid levels / Total volume at BID and ASK for the 6 levels) *100 So nothing innovative here but it is very...

Hi! I want to create a basic algo that shorts when price touch the VWAP SD+1. Unfortunately, I can't see how to not use closing price which is very bad in terms of timing. So to sum up, I want my algo to short VWAP SD1 and buy to cover at VWAP. Sounds very simple, but I'm new to EL. Maybe I...

Hi everyone! I am looking for someone who has skills with TradeStation's Easylanguage to code this simple indicator. Actually, I am studying absorption of market orders by liquidity (limit orders). As you probably know, this involves me into reading the Times & Sales which can be quite tiresome...

Thanks! Unfortunately, even if it is a relatively simple indicator, I won't be able to build it by myself. To answer your question, it will simply display on a TradeStation's chart. For example, when ASK market orders will be absorbed, it will print a Red dot on the chart an when BID market...

Thanks for your message :) No worries, I know a bit about it but I am very limited with this language and using the T&S imply a special method ...

I sent my post while I didn't finish writing it, my mistake. This indicator only needs Times & Sales.

Hi everyone! I am looking for someone who has skills with TradeStation's Easylanguage to code this simple indicator. Actually, I am studying absorption of market orders by liquidity (limit orders). As you probably know, this involves me into reading the Times & Sales which can be quite tiresome...