Above ask / Below bid

[fle__]

Just a quick question, as I can't find the answer in the forum.
I want to recognize above ask or below bid transactions, and plot dots on a tick chart to highlight the bar where it occur.

Modifying the BuySellVolume indicator, I test for before last tick size = before last ask size, and current price above last price (to recognise an above ask transaction).
But when comparing with T&S, it does not match.

My question : am I testing it the right way ? is it logically correct ?

PS : if you don't mind added a few word regarding the role of arraylist alBuy and alSell. In what are they usefull ?

Thank you for your answer

            if (firstPaint)
                firstPaint = false;
            else
            {
                double tradeVol = previousVol == 0 ? Volume[0] : Volume[0] - previousVol;
                if (Close[0] >= GetCurrentAsk() && tradeVol >= minTradeVol)
                {
                    buys += tradeVol;
                    if(previousVol == previousAskVol && Close[0] > previousAsk)
                        Alert("myAlert", NinjaTrader.Cbi.Priority.High, "Above Ask", "Alert2.wav", 1, Color.Black, Color.Yellow);
                    if(tradeVol >= minBigVol && !Historical)
                        DrawDot("BigVol" + CurrentBar.ToString(), true, 0, Close[0], Color.LimeGreen);
                }
                else if (Close[0] <= GetCurrentBid() && tradeVol >= minTradeVol) 
                {
                    sells += tradeVol;
                    if(previousVol == previousBidVol && Close[0] < previousBid)
                        Alert("myAlert", NinjaTrader.Cbi.Priority.High, "Below Bid", "C:\\WINDOWS\\Media\\Windows XP Ding.wav", 1, Color.Black, Color.Yellow);
                    if(tradeVol >= minBigVol && !Historical)
                        DrawDot("BigVol" + CurrentBar.ToString(), true, 0, Close[0], Color.Red);

                }
            }

            previousVol = Volume[0];
            previousAsk = GetCurrentAsk();
            previousBid = GetCurrentBid();
            previousAskVol = GetCurrentAskVolume();
            previousBidVol = GetCurrentBidVolume();

[NinjaTrader_Bertrand]

Hi fle,

Welcome to the NinjaTrader forum, you might want to dive into this discussion here - http://www.ninjatrader-support2.com/...ead.php?t=4231

I believe it answers some of your questions how to approach your project.

[fle__]

Thank you for your prompt answer. This link is indeed very interesting.

But I'm afraid it does not answer my main concern, regarding how I can spot above bid or below ask condition.
like if I test for
"before last" ticksize = "before last" asksize, and last price above "before last" price
means that it is an above ask transactions ?
Regards

[NinjaTrader_Bertrand]

Hi fle__,
I guess with TickSize you mean the volume / transactions occured on the last tick. Best would be to debug your logic and watching the times and sales window for confirmation, then you know when you are on the right track.

[fle__]

OK, thank you