[CMD] Weighted Slot Spread – Price and Amount

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  • Weighted amount adjusted over spread, increasing, decreasing or flat. Additional Option to use ATR instead of percent input.

    Returns an array to use in for each slot/order spreads – keys – price and amount.

    
    --- example
    isLong = true --- above/below calc 
    slotSize = 10--- the total slot size to be distributed 
    slotCount = 15-- the number of slots 
    price = CurrentPrice().bid --- The price to start from
    dist = 1 ---  -1 Decreating, 0 Flat, 1 Increasing 
    slotSpread = 0.2
    atrspr = false
    slotCancel  = 0.7
    
     local weights = CC_WeightedSpread(isLong, slotSize, slotCount, price, dist, slotSpread, atrspr) 
              for i = 1, slotCount do
                      slot(true, i, weights.amount[i], weights.price[i], slotCancel) 
              end
    
    Log(weights.price) 
    Log(weights.amount)
    
    

    41. 10 Jun 2021 18:31:30 [0.295, 0.339, 0.430, 0.439, 0.556, 0.556, 0.562, 0.566, 0.576, 0.619, 0.619, 0.621, 0.670, 0.678, 0.769, 0.774, 0.843, 0.846, 0.855, 0.919, 0.960, 0.967, 0.987, 0.988, 1.0, 1.001, 1.095, 1.096, 1.101, 1.127, 1.136, 1.240, 1.290, 1.336]40.

    10 Jun 2021 18:31:30 [59.667426, 59.548, 59.429, 59.309, 59.190, 59.071, 58.951, 58.832, 58.713, 58.593, 58.474, 58.355, 58.235, 58.116, 57.997, 57.877, 57.758, 57.639, 57.519, 57.400, 57.281, 57.161, 57.042, 56.923, 56.803, 56.684, 56.565, 56.445, 56.326, 56.207, 56.087, 55.968, 55.849, 55.610041032]

    ****Note the lines plotting the spread in the image are not part of this command

    • This topic was modified 1 week, 3 days ago by strooth.
    • This topic was modified 1 week, 3 days ago by strooth. Reason: added image
    • This topic was modified 1 week, 1 day ago by strooth. Reason: Added atr interval and periods parameters
    • This topic was modified 4 days, 1 hour ago by strooth.
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