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Tick by tick A/D: how to code?



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Hi all,

I want to plot the following indicator, and I have a feeling it's not as
easy as it may seem:

I want to chart the volume on every up/down tick of the DJIA 30 stocks
(i.e. if it is an uptick, +volume, if a downtick, -volume), and combine
it into one cumulative tick by tick money flow indicator for the DJIA
index.

Any ideas or comments?

Thanx,

Dave