any ideas is appreciated.
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Partner 728x90
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NinjaTrader
store bid ask spread
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Hi, you could use GetCurrentBid() and GetCurrentAsk() for this and then implement your logic for averaging the spread and storing it realtime. You might be also interested in the approach posted and discussed here - http://www.ninjatrader-support2.com/...ad.php?t=16006BertrandNinjaTrader Customer Service
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i just want to average spread for each bar. just want to make sure that this is a correct way of getting the simple average of the spread.
my pseudocode is
onBarupdate
{
if(firsttickofbar){
spreadsum=0
}
spreadsum+= Math.Abs(GetCurrentAsk() - GetCurrentBid());
Spread.Set(spreadsum/Bars.TickCount);
}
another input that i need from you folks is
Does TickCount count bid and ask separely. ie getting 1 Bid and 1 Ask result in TickCount=2
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