Name

Comment

Name

description

Parameter 1

Parameter 2

Returns

Comment

Example

Order depth

Gets information about the latest order depths

B=Buy transactions, S=Sell transactions

Volume, Price, Currency or memory cells 0-4 at the latest transaction

Value of the latest transaction information according to parameters.

Because this function only returns the last momentary values it cannot be used for backtests.

Odepth(b,c,0) gives the buy side top level in the currency for the paper. Sub(Odepth(b,c,a),Odepth(s,c,a)) gives the difference between the buy sid 5 top levels and the sell side 5 top levels in the currency for the paper.                                                           

Sub(Odepth(b,v,a),Odepth(s,v,a)) gives the difference between the buy sid 5 top levels and the sell side 5 top levels in volume.