How to create user defined Technical indicator

#1
Hi All,

I need help with plotting my own technical indicator. I do not mean an AFL / Code that will generate buy/sell signal depending on the indicators like stochastic or MAs. But I want to create my own technical indicator.

Is there any place from where I can get intraday data for Nifty stocks, indices, futures and options. Not only price data but different data like Bid price, Bid volume, ask price, ask volume, the executed volume, difference of future price from actual price etc. This information can usually be seen on the Bid/ask of any brokerage. But I wonder if there is someway where I can get and store this information (to program my own indicator) on a tick basis or minute basis and do my analysis.

I am not sure if anyone else has had this requirement before. Any help would be nice. Thanks in advance. :)

VK
 

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