jtrader
11 Nov 2013, 15:24

I ended up doing this... using the Sum function. 

            var ask_v = Functions.Sum(ask_volume, 3);
            var bid_v = Functions.Sum(bid_volume, 3);
            if (sum_ask_bid_volume >= 0)
            {
                ask_vo[index] = (ask_v * (-1));
                bid_vo[index] = 0;
            }
            else
            {
                bid_vo[index] = (bid_v * (-1));
                ask_vo[index] = 0;
            }