I have developed a real-time excel trading model plugged in to TOS that provides measure of certainty for equity and option trading.
I need help with the equation that will tally the ask and offer net shares during the trading session on a continuance basis which determines the bias toward ask or bid outcome and translate current price into binary code. This is for developing a trade execution signaling algo program that uses probability statistical analysis.
Any suggestions will be greatly appreciated!!
Peace.
Rich K
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