cumulative time sales

[darkknight]

hi
from the time sales output / output window
i would like to create cumulative buy and sell orders, where a buy order is added to buy vol and sell order is added to sell vol
midpoint outputs are discarded
what would be the easiest way??
many thanks

[DionysusToast]

Whilst I am not a big fan of people plugging their products on forums, you have just gotten very close to defining what we do...

www.jigsawtrading.com - we are a Ninja Partner who wrote some software that very much fits your description.

Still - it was a short description and it may be that it's not quite a fit. There is a free trial and you are more than welcome to PM me for a Skype address for a chat.

Any contact with a fellow tape reader is always welcome!

Cheers

Pete

[NinjaTrader_Austin]

darkknight, have you seen the built-in indicator called BuySellVolume? It is close to what you're trying to do, but in order to utilize the full time and sales data, you'll have to create some sort of a script similar to BuySellVolume using OnMarketData()