• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

BuySellStrength Indicator to Depth

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    BuySellStrength Indicator to Depth

    Hi
    How would change the BuySellStrength indicator to give me total bid Depth > total ask Depth from level 2 instead of the bid minus ask it currently shows.
    thanks
    Attached Files

    #2
    Hello Dyversity,

    If you are wanting to use Level 2 data instead of Level 1 data, you would need to do this in OnMarketDepth().

    The BuySellStrength is taking snapshots of the current ask and current bid when the bar closes. There is no collecting and aggregating of data here.

    For your script you would need to decide if you want to use the most recent ask / bid levels or if you wanted to accumulate this. If you just want the most recent levels, you can copy the List to a new List when the bar updates and loop through the levels.

    The SampleLevel2Book_NT8 reference sample is a great starting point to see how to use OnMarketDepth(). Below is a public link.
    https://ninjatrader.com/support/help...vel_ii_dat.htm

    As well as a public link to the help guide on OnMarketDepth().
    https://ninjatrader.com/support/help...arketdepth.htm
    Also, below is a link to the help guide.
    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Arkadiy_B, Today, 06:43 AM
    0 responses
    2 views
    0 likes
    Last Post Arkadiy_B  
    Started by leontancfa, Today, 06:09 AM
    1 response
    9 views
    0 likes
    Last Post NinjaTrader_PatrickG  
    Started by soulfx, 12-01-2017, 08:44 AM
    3 responses
    1,019 views
    0 likes
    Last Post NinjaTrader_EricB  
    Started by Parmenides48, 04-09-2019, 03:32 AM
    10 responses
    52 views
    0 likes
    Last Post NinjaTrader_PatrickG  
    Started by NinjaCustomer, Today, 01:48 AM
    1 response
    13 views
    0 likes
    Last Post NinjaTrader_EricB  
    Working...
    X