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| Indicator Development Support for the development of custom indicators using NinjaScript. |
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#1 |
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Senior Member
Join Date: Nov 2004
Location: Northern California
Posts: 978
Thanks: 14
Thanked 36 times in 30 posts
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In the Indicators area...looking at the BuySellStrength indicator... looking at the Ninjascript....the bidvol and askvol therein...do those represent the actual trade volume at each tick ?
Thanks |
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hello Alfred,
int bidvol = GetCurrentBidVolume(); int askvol = GetCurrentAskVolume(); This represents the current volume for the best bid and best ask. http://www.ninjatrader.com/support/h...tbidvolume.htm http://www.ninjatrader.com/support/h...taskvolume.htm
Ryan M
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Nov 2004
Location: Northern California
Posts: 978
Thanks: 14
Thanked 36 times in 30 posts
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In an indicator...how does one get the actual buy & sell trade volume as shown in the time and sales window ??
Thanks
Last edited by Alfred; 12-23-2010 at 07:49 AM.
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hello Alfred,
You can work with OnMarketData() to capture the stream of level I data. http://www.ninjatrader.com/support/h...marketdata.htm
Ryan M
NinjaTrader Customer Service |
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