Description
Indicator show depth of market on the chart.
Bids = blue lines
Asks = red lines
Change len and thickness in parameters.
using cAlgo.API;
using System;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = false, AccessRights = AccessRights.None, ScalePrecision = 1)]
public class Level2 : Indicator
{
MarketDepth GBPUSD;
private int _askNo;
private int _bidNo;
[Parameter("Line thickness", DefaultValue = 1.5)]
public double lineThickness { get; set; }
[Parameter("Line len(bars)", DefaultValue = 35)]
public int lineLen { get; set; }
protected override void Initialize()
{
GBPUSD = MarketData.GetMarketDepth(Symbol);
GBPUSD.Updated += OnGbpUsdUpdated;
}
void OnGbpUsdUpdated()
{
float sumBid = 0;
float sumAsk = 0;
_askNo = 0;
_bidNo = 0;
var index = MarketSeries.Close.Count - 1;
for (int i = 0; i < 100; i++)
{
ChartObjects.RemoveObject(i.ToString() + "ask");
ChartObjects.RemoveObject(i.ToString() + "bid");
}
foreach (var entry in GBPUSD.AskEntries)
{
sumAsk += entry.Volume;
}
foreach (var entry in GBPUSD.BidEntries)
{
sumBid += entry.Volume;
}
string s = "";
foreach (var entry in GBPUSD.AskEntries)
{
double val = entry.Volume / sumAsk;
int len = Math.Max(1, (int)(lineLen * val));
ChartObjects.DrawLine(_askNo.ToString() + "ask", index + 1, entry.Price, index + len, entry.Price, Colors.Red, lineThickness);
s += "\n ask " + len.ToString();
_askNo++;
}
foreach (var entry in GBPUSD.BidEntries)
{
double val = entry.Volume / sumBid;
int len = Math.Max(1, (int)(lineLen * val));
ChartObjects.DrawLine(_bidNo.ToString() + "bid", index + 1, entry.Price, index + len, entry.Price, Colors.Blue, lineThickness);
s += "\n bid " + len.ToString();
_bidNo++;
}
}
public override void Calculate(int index)
{
OnGbpUsdUpdated();
}
}
}
Valerious
Joined on 13.03.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: dom.algo
- Rating: 0
- Installs: 5051
- Modified: 13/10/2021 09:55
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