I THINK that this MAY work for real time, but the historical data generated by this coding approach is COMPLETELY WRONG and will give meaningless results.
Due to the one second time stamps and lack of synchronization between the bid, ask, and last files. the bid and ask data are basically useless.
hi Zondor, thank you for your comments. It works great for real time which is how I use it. Feel free to correct the code to make a more valuable indicator
Perfect excellent very helpful to understand what's happening at a glance immediately see the market situation of the moment. I adopted the indicator for all. Thank you