Disliked{quote} Hey NT, Thanks for starting the thread and sharing your ideas in the first place! If you don't mind, I would invest a bit of time to code your ideas for ADL for MT4 (as far as I can understand them) and share the indicators here? Cheers, kIgnored
The start of the week is really busy for me so I won't be able to post any code until later, after FOMC probably. But if you code something from what I've specified so far then by all means go for it. Currently I'm wondering what to do about gap bars. Should their spread include the gap or not? I suppose they should because of all the orders that were filled "in the gap", and the volume that is created as a result. But there aren't many gaps in FX anyway, it's more of an issue for gappy instruments like the Nikkei.
Thanks and good luck.
You reap what you sow.