Posted By: JRA
Price difference between last tick and previous. - 02/22/18 10:47
I want to compute the price difference between two ticks (last and previous), but Tick series don´t work. How can I compute this difference in a fast way (latency purposes)?
Thanks and congrats for this fantastic community.
Posted By: jcl
Re: Price difference between last tick and previous. - 02/23/18 11:38
vars TickSeries;
void tick()
{
shift(TickSeries,priceClose(),30);
var difference = TickSeries[0] - TickSeries[1];
...
}
void run()
{
...
Tickseries = series(priceClose(),-30);
...
}
Posted By: JRA
Re: Price difference between last tick and previous. - 02/23/18 14:56
Every time I tried to get tick series I get the 111 error Crash Tick(). No matters how to:
vars Close = series(priceClose(0,10)); //Crash tick() error
vars Change = series(diff(priceClose())); //Crash tick() error
shift(TickSeries,priceClose(),30); //Crash tick() error
I think this is because I can get the last tick price (or close on 0 bar) and the last bar close (time based).
void tick()
{
var LastTick = priceClose();
var LastClose = priceClose(1);
var Difference = LastTick - LastClose;
printf("nPrice A: %f",Difference);
}
void run()
{
BarPeriod = 1./60; // Test
LookBack = 5;
set(TICKS);
}
This code can works if I´m able to run in HFT mode, but I have errors when When BarPeriod is under 1 sec. I´m getting the data from MT5 account with the bridge.