Have you considered using a Custom Quotepage Column?
You would create a quotepage with all your symbols of interest (probably have already done this). Then you'd add the custom column, feed by a Custom Indicator, which computes the data you are looking to extract from each symbol (and the accumulate in your custom instrument). The custom column should be setup to "Place Result Into User Variable" and we'll assume V#21. So then your custom instrument would be setup to sum V#21 values all the symbols in the quotepage (I believe you're already aware of how to make that happen). Also, you MUST setup the custom column to "maintain persistent data" (In the Calc tab). That is critical to making this efficient.
If you haven't watch this video on Custom Quotepage Columns I recommend you do so before tackling this. But this solution should be relatively efficient and give you what you're after I believe.
Yes, I use that method to all my other market internals. If I want to track Volume Breakdown from 150-200 stock symbols, is the method described in this thread using MPD the one you would recommend? Cheers
These data items are also available in the "Built-in Quotepage Column" list for custom column data sources.
So, if you are tracking cumulative delta for the session using VB and that is what you're looking for to feed the custom instrument, then this should provide you an extremely efficient method for achieving this.
Investor/RT by design is developed to initiate these values to zero at session open and then build on them from there. I would experiment and make sure this is working as you expect. You can add these as quotepage columns to monitor their values (Ask Volume, Bid Volume, and Vol Delta).
You can also manually reset these values to zero using this scan...
SET(AVOL, 0) AND SET(BVOL, 0)
and setup this scan to run on All Symbols. You can even setup a Schedule which automates the running of this scan at a certain time of day (just before session open, etc).
Then, your custom column would just be setup to show Built-In Quotepage data "Vol Delta"....store it into a V#, use that in your custom instrument.
Have you considered using a Custom Quotepage Column?
You would create a quotepage with all your symbols of interest (probably have already done this). Then you'd add the custom column, feed by a Custom Indicator, which computes the data you are looking to extract from each symbol (and the accumulate in your custom instrument). The custom column should be setup to "Place Result Into User Variable" and we'll assume V#21. So then your custom instrument would be setup to sum V#21 values all the symbols in the quotepage (I believe you're already aware of how to make that happen). Also, you MUST setup the custom column to "maintain persistent data" (In the Calc tab). That is critical to making this efficient.
If you haven't watch this video on Custom Quotepage Columns I recommend you do so before tackling this. But this solution should be relatively efficient and give you what you're after I believe.
https://www.linnsoft.com/videos/custom-quotepage-columns
Thanks Chad!
Yes, I use that method to all my other market internals. If I want to track Volume Breakdown from 150-200 stock symbols, is the method described in this thread using MPD the one you would recommend? Cheers
What aspect of VB exactly are you looking to extract and use in your custom instrument? Cumulative Delta for session?
There are 3 data elements (and RTL tokens)...
These data items are also available in the "Built-in Quotepage Column" list for custom column data sources.
So, if you are tracking cumulative delta for the session using VB and that is what you're looking for to feed the custom instrument, then this should provide you an extremely efficient method for achieving this.
Investor/RT by design is developed to initiate these values to zero at session open and then build on them from there. I would experiment and make sure this is working as you expect. You can add these as quotepage columns to monitor their values (Ask Volume, Bid Volume, and Vol Delta).
You can also manually reset these values to zero using this scan...
SET(AVOL, 0) AND SET(BVOL, 0)
and setup this scan to run on All Symbols. You can even setup a Schedule which automates the running of this scan at a certain time of day (just before session open, etc).
Then, your custom column would just be setup to show Built-In Quotepage data "Vol Delta"....store it into a V#, use that in your custom instrument.
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