BuySellVolume returni

[grd974]

How could I inhibit the return to zero on the first tick of each bar so that the actual tally of alSells and alBuys are displayed all the way ? I tried to have that part of code as a comment but sometimes one of the two variables become < 0.

protected override void OnBarUpdate()
{
if (CurrentBar < activeBar)
{
Values[0].Set((double)alSells[CurrentBar]);
Values[1].Set((double)alBuys[CurrentBar]);
return;
}
else if (CurrentBar != activeBar)
{
//
/* previousVol = 0;
alBuys.Insert(Math.Max(activeBar, 0), Historical ? 0 : buys);
alSells.Insert(Math.Max(activeBar, 0), Historical ? 0 : sells);
buys = 0;
sells = 0;
activeBar = CurrentBar; */
}

[NinjaTrader_Ray]

Could you clarify the intent of your post?

[grd974]

Sure.

I modified the BuySellVolume indicator so as to watch one red pricemarker and one green pricemarker displaying red trade volume and green trade volume from the Time & Sales window. The code is by now :

<<<
if (firstPaint)
firstPaint = false;
else
{
double tradeVol = previousVol == 0 ? Volume[0] : Volume[0] - previousVol;
if (Close[0] >= GetCurrentAsk())
{
buys += tradeVol;
positive.Set(tradeVol);
negative.Set(0);
}
else if (Close[0] <= GetCurrentBid())
{
sells += tradeVol;
negative.Set(tradeVol);
positive.Set(0);
}
}
previousVol = Volume[0];
if (!firstPaint && !Historical)
{
Values[0].Set(negative[0]);
Values[1].Set(positive[0]);
}
>>>

The fact that each pricemarker is cleared at the beginning of avery new bar bothers me : I want buys and sells to keep on suming up every relevant incoming tradevol and I don't want to change my chart from a x minutes bar to a y ticks bar.
I if could prevent buys and sells from being cleared, my rationale would be the following :
initialize Bsubtractbase = 0 and Ssubtractbase = 0
on bar update do
{
buys = buys + tradeVol - Bsubtractbase
tickcount = tickcount +1
if remainder of (tickcount/myparam) = 0 then Bsubtractbase= buys
sells= sells + tradeVol - Ssubtractbase
tickcount = tickcount +1
if remainder of (tickcount/myparam) = 0 then Ssubtractbase= sells
}