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Date/Time: Sat, 18 May 2024 22:45:46 +0000

Post From: Time and Sales question

[2017-06-04 15:31:01] Link To Thread - Link To Post [Go To First Post]
User103949 - Posts: 78
I just using Calculate at every tick/trade in the replay model. I debugged the code and check the prices returned by time and sales function. Please see the attached pic. In this example, I am calling time and sales after 500 trades. You can see sc.Index is 501 but there is only one price in TimeAndSales. And this price does not changes.
0x Thank you
pic.JPG / V - Attached On 2017-06-04 15:29:53 UTC - Size: 93.56 KB - 291 views