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Partner 728x90

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cumulative time sales

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    cumulative time sales

    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

    #2
    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

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      #3
      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()
      AustinNinjaTrader Customer Service

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