Go Back   NinjaTrader Support Forum > NinjaTrader 7 > Indicator Development

Indicator Development Support for the development of custom indicators using NinjaScript.

Reply
 
Thread Tools Display Modes
Old 05-12-2011, 04:02 AM   #1
Ramon
Member
 
Join Date: Oct 2009
Location: Madrid (Spain)
Posts: 45
Thanks: 18
Thanked 1 time in 1 post
Default OnMarketData ,Historical prints.

About OnmarketData ,Help Guide Says: This method is not called on historical data.

i'm codifying an indicator about deltas , actually is quite simple but enough to my needs. It use OnMarketData but only gets data for the last bar, even that are lost when reload ninjascript.

I can see as indicators like Volume Foot prints has different behavior from NT 6,5 to 7. Now a days can fill whole the chart from several bars ago and I am wondering if there is a new way in NT 7 to get historical prints as well as the bid/ask positions

Thanks
Ramon is offline  
Reply With Quote
Old 05-12-2011, 04:36 AM   #2
NinjaTrader_Bertrand
NinjaTrader Customer Service
 
NinjaTrader_Bertrand's Avatar
 
Join Date: Sep 2008
Location: Germany
Posts: 26,202
Thanks: 487
Thanked 1,840 times in 1,781 posts
Default

Hi Ramon, the OnMarketData() workings in NT7 would still be for realtime use only - what we've added in NT7 is multiseries indicator support, so you could for example add a bid / last series and then access their historical values in your code.

http://www.ninjatrader.com/support/h...s/nt7/add3.htm

http://www.ninjatrader.com/support/h...rical_data.htm
NinjaTrader_Bertrand is offline  
Reply With Quote
The following user says thank you to NinjaTrader_Bertrand for this post:
Old 05-12-2011, 05:24 AM   #3
Ramon
Member
 
Join Date: Oct 2009
Location: Madrid (Spain)
Posts: 45
Thanks: 18
Thanked 1 time in 1 post
Default

It sounds fantastic. I'll try it (if i know how to)
Ramon is offline  
Reply With Quote
Old 05-31-2011, 01:44 PM   #4
Ramon
Member
 
Join Date: Oct 2009
Location: Madrid (Spain)
Posts: 45
Thanks: 18
Thanked 1 time in 1 post
Default

I don't know if i understand the correct use of multiseries.

I'm trying something like the next:
Code:
       protected override void Initialize()
        {
        CalculateOnBarClose    = false;  
        Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Last);
        Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Bid);
        Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Ask);
           BarsRequired = 2;
        }
        protected override void OnBarUpdate()
        {
            if (BarsInProgress == 0)
            {
                if (FirstTickOfBar)
                {
                    dLastPrice = 0;
                    dAskPrice = 0;
                    dBidPrice = 0;
                    lBidVolume=0;
                    lAskVolume=0;
                    lDeltas=0;
                }
            }
             if (Historical)
             {
                HistoricalBranch();
            }

        }
        protected override void OnMarketData(MarketDataEventArgs e) 
        {
        if (BarsInProgress == 0)
        {    
            CalcDeltas( e.MarketDataType,  e.Price, e.Volume);
        }    

        private void HistoricalBranch()
        {
        if (CurrentBars[0] <= BarsRequired)       return;
            if (BarsInProgress == 0)
            {
            }
            else if (BarsInProgress == 1)
            {
            DataType=MarketDataType.Last;
            }
            else if (BarsInProgress ==2)
            {
            DataType=MarketDataType.Bid;
            }
            else if (BarsInProgress == 3)
            {
             DataType=MarketDataType.Ask;
            }
            CalcDeltas( DataType,  Close[0], (long) Volume[0]);

        }
        private void CalcDeltas(MarketDataType DataType, double dPrice, long lVolume)
        {    
        if (DataType == MarketDataType.Last)
        {
            if ((dPrice > dBidPrice ) && (dPrice >= dAskPrice))
                //  ASK  => BUY
                {
                    lAskVolume +=  lVolume;
                    lDeltas += lVolume;
                }
             else
                //  BID  => SELL
                {
                     lBidVolume +=  lVolume;
                    lDeltas -= lVolume;
                }

             // Do things like draw text , diamonds, etc.
                DrawThings(dPrice,lAskVolume,lBidVolume,lDeltas);
         }
           else if (DataType == MarketDataType.Ask)
                dAskPrice = dPrice;
            
        else if (DataType == MarketDataType.Bid)
                dBidPrice = dPrice;
    
        }
]Historical data doesn't bear any resemblance with online data and when ONMARKETDATA starts , data are exactly correct but multiply by four.

After uncountable variations i've got into a deep rut
Any suggestion?
Ramon is offline  
Reply With Quote
Old 06-01-2011, 09:15 AM   #5
NinjaTrader_Bertrand
NinjaTrader Customer Service
 
NinjaTrader_Bertrand's Avatar
 
Join Date: Sep 2008
Location: Germany
Posts: 26,202
Thanks: 487
Thanked 1,840 times in 1,781 posts
Default

Could you please contact me at support at ninjatrader dot com Attn Bertrand with a script I could run here to understand better?

The BIP call is OnMarketData() is meant for distinguishing between different instruments, it would return BIP0 for all series if you only deal with one instrument.
NinjaTrader_Bertrand is offline  
Reply With Quote
Old 06-01-2011, 01:51 PM   #6
Ramon
Member
 
Join Date: Oct 2009
Location: Madrid (Spain)
Posts: 45
Thanks: 18
Thanked 1 time in 1 post
Default

done.

Thanks in advance
Ramon
Ramon is offline  
Reply With Quote
Old 06-02-2011, 04:39 AM   #7
NinjaTrader_Bertrand
NinjaTrader Customer Service
 
NinjaTrader_Bertrand's Avatar
 
Join Date: Sep 2008
Location: Germany
Posts: 26,202
Thanks: 487
Thanked 1,840 times in 1,781 posts
Default

Thanks, I received the script and will take a look shortly.
NinjaTrader_Bertrand is offline  
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
My chart prints an error from mbtrading.... XXtrem Platform Technical Support 6 01-24-2011 10:02 AM
T&S HOD/LOD prints smeagol Platform Technical Support 1 09-28-2010 09:49 AM
Cumulative Tape (Prints) tradercrm Platform Technical Support 8 05-12-2010 06:15 AM
Printer Friendly Chart prints? Turtle Trader Platform Technical Support 3 05-01-2010 10:30 AM
Different prints for same value? Burga1 General Development 1 12-05-2007 11:45 PM


All times are GMT -6. The time now is 07:56 PM.

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.

CFTC Rules 4.41 - Hypothetical or Simulated performance results have certain limitations, unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

This website is hosted and operated by NinjaTrader, LLC (“NT”), a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform. NT is an affiliated company to NinjaTrader Brokerage (“NTB”), which is a NFA registered introducing broker (NFA #0339976) providing brokerage services to traders of futures and foreign exchange products. This website is intended for educational and informational purposes only and should not be viewed as a solicitation or recommendation of any product, service or trading strategy. No offer or solicitation to buy or sell securities, securities derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, is made, given, or in any manner endorsed by any NT affiliate and the information made available on this Web site is not an offer or solicitation of any kind. Specific questions related to a brokerage account should be sent to your broker directly. The content and opinions expressed on this website are those of the authors and do not necessarily reflect the official policy or position of NT or any of its affiliates. 

Vendors along with their websites, products and services, collectively referred to as (“Vendor Content”), are independent persons or companies that are in no manner affiliated with NT or any if its affiliates. NT or any of its affiliates are not responsible for, do not approve, recommend or endorse any Vendor Content referenced on this website and it’s your sole responsibility to evaluate Vendor Content. Please be aware that any performance information provided by a vendor should be considered hypothetical and must contain the disclosures required by NFA Rule 2-29(c). If you are interested in learning more about, or investigating the quality of, any such Vendor Content you must contact the vendor, provider or seller of such Vendor Content. No person employed by, or associated with, NT or any of its affiliates is authorized to provide any information about any such Vendor Content. Visit the CFTC resources for education regarding the industry and signs of fraud.