this can serve as a building block for creating a study for timing entry based on the quoting limit side. something i plan to do..
the good thing about this study is that you don't need to use historical market depth data on the chart, which makes it faster.
the line under the chart shows the (historical) value of bid and ask at the first level for each timestamp (here set to one second).
Hi, I wanted to ask if you tried to access data from MBO (market by order) column in DOM via ascil?
ReplyDeleteI cant figure out how to use sc.GetAskMarketLimitOrdersForPrice() function. There is an example code from SC but it doesn't show anything or I just don't get it... Can you help?