Accessing Bid / Ask Volume at End of Bar

[PolePosition]

I have a problem programming a strategy that I cannot really solve.

I would like to enter limit buy and sell orders that are conditional to levels of the indicator Buy / Sell Pressure. I use Volume Charts with for example 400 Volume per Bar. The whole stategy cannot run on bar close because the indicator is not working on bar close.

So I would need to calculate the indicator value on each incoming tick and then reference the value of the indicator on the bar close to create an order.

For the moment I have solved it with a volume condition, so my orders are only updated for vol > 350, when I use 400 Vol Charts. Of course this is not a nice and clean solution so I would like to calculate the indicator values live and then send / update the orders on the close of the bar / beginning of next bar.

I hope that this is clear and I would appreciate any help.

Thanks!

[NinjaTrader_Ray]

You can check for FirsTickOfBar which is in essence the same event as the close of the prior bar.

http://www.ninjatrader-support.com/HelpGuideV6/FirstTickOfBar.html