I'm trying to use the MD trader uptick, downtick and neutral tick trade classification as part of an algo. I've managed to figure out how to accumulate the last trade qty when the same price trades but can't seem to figure out how to not include the uptick or downtick. I need to have a true/false boolean distinguish... for lack of a better explanation..when the MD Trader classifies a "neutral" tick in white.
I came up with 2 different ways,the top half of the pic is just blocks exposing the same logic contained in the bottom version.
I've noticed there are times where the final value shown in the result of the block calculation on the canvas will not match the value seen on MD Trader.
a) Is this only an animation issue and should not be considered something that would adversely affect the final result once the algo is tested from the canvas or more importantly deployed?
b) Is this only a simulation(non-delayed) environment data issue?
c) Looking at the pic... is there something that should be added to the logic that will correct this?
Answer by Daniel · 6 days ago
Ok...can someone who has a new TT simulation-non-delayed environment account please compare the new TT ADL...specifically the values of the Last Trade Quantity field block vs the MD Trader LTQ column. On my end they do not always reflect the same values!(Which is why I initially assumed I had to construct the logic from scratch in the first place!)
The values of LTQ in new MD Trader are nearly identical to 7.x MD Trader...which does match it's LTQ field block values.
So I'm wondering if this is a bug in new TT and if it's just a display issue in that LTQ field.In this case does the block's "displayed" value actually propagate downstream or is the correct value being reflected?
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