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Question BuySellStrength Indicator...

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    Question BuySellStrength Indicator...

    In the Indicators area...looking at the BuySellStrength indicator... looking at the Ninjascript....the bidvol and askvol therein...do those represent the actual trade volume at each tick ?

    Thanks

    #2
    Hello Alfred,

    int bidvol = GetCurrentBidVolume();
    int askvol = GetCurrentAskVolume();

    This represents the current volume for the best bid and best ask.

    http://www.ninjatrader.com/support/h...tbidvolume.htm
    http://www.ninjatrader.com/support/h...taskvolume.htm
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      In an indicator...how does one get the actual buy & sell trade volume as shown in the time and sales window ??

      Thanks
      Last edited by Alfred; 12-23-2010, 07:49 AM.

      Comment


        #4
        Hello Alfred,

        You can work with OnMarketData() to capture the stream of level I data.
        http://www.ninjatrader.com/support/h...marketdata.htm
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          OnMarketData backfill

          Will this backfill if I lose my connection for a few seconds?

          Thank you.

          Comment


            #6
            Originally posted by DudaoRJ View Post
            Will this backfill if I lose my connection for a few seconds?

            Thank you.
            Hello DudaoRJ,

            Thank you for your post.

            This would not backfill as OnMarketData() and GetCurrentBidVolume() and GetCurrentAskVolume() are real-time only.

            Please let me know if you have any questions.
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              Thank you for your reply. Is the backfill available in NT8 in some way? I'd need historical bid/ask best levels to compare them with tick prices. But I need it to backfill. Thank you.

              Comment


                #8
                Hello DudaoRJ,

                Thank you for your response.

                NinjaTrader 8 has the option to use Tick Replay which will trigger last events in OnMarketData. You can use this to backfill objects that generally use the real-time updates.

                You can find documentation on developing for Tick Replay and using Tick Replay at the following links:

                Please let me know if you have any questions.
                Patrick H.NinjaTrader Customer Service

                Comment

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