Updated: get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent) Calculation footprint object: buy/sell volume and inbalance Parameters: previos_close (string): buy or sell text value for calculation side if first element close array is equal and previosly array too tick_close (array<float>): array close from calculation resolution tick_high (array<float>): array high from calculation resolution tick_low (array<float>): array low from calculation resolution row_size (float): row (width) size in price global_inbalance_high (array<float>): array for write inbalance level buy for line drowing global_inbalance_low (array<float>): array for write inbalance level sell for line drowing global_line_inbalance_high (array<float>) global_line_inbalance_low (array<float>) footprint_price (array<float>) footprint_volume (array<float>) tick_close_prev (array<float>) level_group (array<float>): array with footprint group inside current bar tick_vol (array<float>): array vol from calculation resolution stacked_input (int): number of consecutive imbalance lines inbalance_percent (int): percentage of difference between buy and sell volume for definition imbalance Returns: global_buy_vol float all buy vol for current bar global_sell_vol float all sell vol for current bar level_volume_buy map <float,float> key - price for current level, value - buy volume level_volume_sell map <float,float> key - price for current level, value - sell volume level_inbalance_buy map <float,bool> key - price for current level, value - true/false definition buy imbalance level_inbalance_sell map <float,bool> key - price for current level, value - true/false definition sell imbalance
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v3
Added: method fill_va(val_area, foot_bar, sup) fill value area Namespace types: footprint_type.Value_area Parameters: val_area (Value_area type from dboichenko/footprint_type/1): instance of Value_area type foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type Returns: Void
method fill_imba_line(imba_line, foot_bar, sup) fill imbalance line Namespace types: footprint_type.Imbalance_line Parameters: imba_line (Imbalance_line type from dboichenko/footprint_type/1): instance of Imbalance_line type foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type Returns: Void
method fill_footprint_object(foot_bar, sup) fill all footprint objects Namespace types: footprint_type.Footprint_bar Parameters: foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type Returns: Void
Added: method fill_footprint_type(foot_bar, sup) fill footprint bar Namespace types: footprint_type.Footprint_bar Parameters: foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type Returns: Void
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v5
Added: method fil_price_rows(foot_bar) fil price rows Namespace types: footprint_type.Footprint_bar Parameters: foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type Returns: Void