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06/05/2020 at 11:16 PM
#134808
Hi All,
This spread issue is a problem. In PRT, there should be a way to display bid/ask price on the chart. From there it should be possible to build some code to get instantaneous values by calling these price indicators. Since these prices (bid/ask/middle) can be displayed on the chart, they can become an indicator. No?
For example, a MACD can be calculated on bid/ask/middle price. This can change a bit the result of the indicator, at some point in the day. (due to trading hours, volumes, liquidity, etc…).
So to begin with:
- Does anyone know how to configure the price line on the charts ? (bid/ask/middle). I just can’t find this setup.
- Did anyone already build a spread indicator? (to detect real live spread widening, not pre-coded static theoretical ones for back testing purpose)
Thank you.
Best