I have manged to add all the AskVolume and Bid Volume in a day by using the below snippet
TimeFrameSet(-1); AskVolume = iif(C>Ref(C,-1),Volume,0); BidVolume = iif(C<Ref(C,-1),Volume,0); TimeFrameRestore(); Cum(AskVolume); Cum(BidVolume);
I have set the time to 1 tick on my charts. Now I need to add all Ask Volume and BidVolume for every 5 minutes and make operations on it. Can any one help me with this ?