block size

[ballboy11]

I am trying to extract the block size like the time and sales how can I extract data of the block size number and if it was an ask or bid?

[NinjaTrader_AlanP]

Hello Ballboy11,

Thank you for your note.

The following code in an indicator/strategy which CalculateOnBarClose set to false so it updates on each tick, would compare if the last trade was at the Current Ask or Bid, and if so would print the time, Ask/Bid, Price, and Volume.

if(Close[0] == GetCurrentBid())
	{
		Print(Time[0].ToString() + ".." + "Bid" + "..."+Close[0].ToString() +".."+ Volume[0]);
		
	}
if(Close[0] == GetCurrentAsk())
	{
		Print(Time[0].ToString() + ".." + "Ask" + "..."+Close[0].ToString() +".."+ Volume[0]);
	}

See GetCurrentAsk section of our helpguide,

http://ninjatrader.com/support/helpGuides/nt7/zordertype.htm?getcurrentask.htm

See GetCurrentBid section of our helpguide,

http://ninjatrader.com/support/helpGuides/nt7/zordertype.htm?getcurrentbid.htm

See Volume section of our helpguide,

http://ninjatrader.com/support/helpGuides/nt7/zordertype.htm?volume2.htm

Please let us know if you need further assistance.

[ballboy11]

almost but not yet

I tried the information and it shows the total contracts at close[0] by the time frame used.what I am trying to do is to catch the block sizes like the T & S displays. I want to create an algorithm that will paint a horizontal line on the price point if a certain block size is reached.

for example

if block is over 100 contracts at 50.05 then paint a horizontal line at 50.05

thank you

[NinjaTrader_AlanP]

Hello Ballboy11,

When you applied the code, did you have calculate on bar close set to false? If so, you should see the output window reflect what the time and sales window is showing, each trade.

To have a horizontal line painted when more than 100 contracts trade at 1 time, you would have to write an if statement which would check if Volume[0] was greater than 100, if so, do something.

For example,

if(Volume[0]>100)
{
Print(“Volume over 100”);
}

Please let us know if you need further assistance.