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Hmmmmm.. that's different than the ts2ki helpand the Bid_Ask Expansion
Indicator info I sent to Mario:
The key is to use the calls q_Bid and q_Ask, together with q_BidSize and
q_AskSize to retrieve the appropriate bid/ask sizes. Be sure you have your
global server set up to collect the bid/ask tick data, and that your data
vendor supplies it, of course. Is this what you wanted?
warmest regards,
Kimberly
Heres an example of it's use:
Inputs: TickLength(100);
Variables: BidValue(0), AskValue(0), Counter(0), HighSpread(0),
AvgSpread(0);
If DataCompression = 0 Then Begin
BidValue = q_Bid;
AskValue = q_Ask;
If Counter < TickLength Then
Counter = Counter + 1
Else
Begin
HighSpread = Highest(AskValue - BidValue, TickLength);
AvgSpread = Average(MaxList(AskValue - BidValue, 0), TickLength);
If AvgSpread <> 0 Then
Plot1((HighSpread - AvgSpread) / AvgSpread, "BA_Exp");
End;
End
Else
Print("Tick Data Required!");
Kimberly
> -----Original Message-----
> From: trader [mailto:trader_wiz@xxxxxx]
> Sent: Tuesday, December 12, 2000 10:14 AM
> To: marioscala@xxxxxxxxxxx
> Cc: omega-list@xxxxxxxxxx
> Subject: Re: HAVE A PROFITABLE APPROACH, AND NEED YOUR
>
>
> Mario,
>
> <marioscala@xxxxxxxxxxx> wrote:
>
> > how do i pull bidsize and asksize data for any symbol from TS2000i.
> > what are the relevant symbols or instructions to include it
> in EL code?
> > I have a pretty profitable system that I am using on
> another platform, but have to calculate the
> > formulae by hand very quickly. would really like to use
> TS2000, but can't find the data in EL
> > for bidsize and asksize. Help please. Will share formulae
> with you, if you can solve this problem. Thanks
>
> Here is a very old post from Orphelin:
> > From: Orphelin@xxxxxxx
> > Message-ID: <960802192233_170557928@xxxxxxxxxxxxxxxxxxxx>
> > Date: Fri, 2 Aug 1996 19:22:34 -0400
> > Subject: Re: TS4 Bid/Ask Function
> >
> > Sorry, Bid Ask fields are not directly available to EL
> functions that
> > recognizes only prices and ticks or volume. However, the TS DDE
> > allows to retrieve these fields from the Server. You may
> export tgem
> > through a DDE link to an external application allowing DDE exchange
> > (like MS EXCEL for example) and use a third party product (GlobPro
> > from Doug Deming) to import them as global variables TO any TS
> > variable that will therefore carry your bid/ask values.
> [snip]
>
> The current web site is:
> http://www.investlabs.com/globpro.html
>
> http://www.investlabs.com/
> PHONE: (808)875-4558 FAX: (419) 791-3375
> Email: doug@xxxxxxxxxxxxxx
>
> -- Alberto Gusella
>
>
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