How to use SYMBOL_PRICE_GAMMA

 

Hi,

what is it with SymbolInfoDouble(SYMBOL_PRICE_GAMMA); ?

I was trying this:

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   Comment("");
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   double priceChange = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_CHANGE);
   double priceDelta = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_DELTA);
   double priceGamma = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_GAMMA);
   double priceOmega = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_OMEGA);
   double priceRho = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_RHO);
   double priceSensitivity = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_SENSITIVITY);
   double priceTheoretical = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_THEORETICAL);
   double priceTheta = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_THETA);
   double priceVega = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_VEGA);
   double priceVolatility = SymbolInfoDouble(_Symbol, SYMBOL_PRICE_VOLATILITY);

   Comment("priceChange: " + string(priceChange) +
           "\npriceDelta: " + string(priceDelta) +
           "\npriceGamma: " + string(priceGamma) +
           "\npriceOmega: " + string(priceOmega) +
           "\npriceRho: " + string(priceRho) +
           "\npriceSensitivity: " + string(priceSensitivity) +
           "\npriceTheoretical: " + string(priceTheoretical) +
           "\npriceTheta: " + string(priceTheta) +
           "\npriceVega: " + string(priceVega) +
           "\npriceVolatility: " + string(priceVolatility));

  }

Why does it only show 0.0, except for the priceChange?

 
Applies to Options/Warrant. If symbol is not an Option/Warrant, there is no data.
 
Enrique Dangeroux #:
Applies to Options/Warrant. If symbol is not an Option/Warrant, there is no data.
Ok thanks.