protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask)
{
askPrice = e.Price;
return;
}
long askVolume = e.Volume;
if (price >= askPrice)
Ask.Set (askVolume);
}
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Variable Sum
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Variable Sum
I have an indicator which grabs all the trades at ask. It looks like this:
PHP Code:Last edited by dsraider; 01-21-2012, 03:26 PM.Tags: None
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dsraider,
This looks like its meant to plot volume. Do you mean its meant to display the total volume at the ask price? What is the "price" variable in this example? Is Ask the data series you are attempting to plot:?
Please keep in mind OnMarketData() is updated every new tick, so your data series Ask will be quite large.
I look forward to helping you resolve your issue.Adam P.NinjaTrader Customer Service
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Hi Adam,
At second glance, it looks as if I can simply customize the BuySellVolume indicator to suit my needs. One question for clarification, though: does that indicator plot ONLY trades that have actually gone through or is it collecting all Bids and all Asks? I can't do the math that quickly in my head.
Thanks,
DS
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dsraider,
It looks like its getting the bid and ask volume depending. Its adding the volume between the last tick and the current tick, assigning it to buy volume or sell volume depending on if there was a buy or sell during that volume quote.
Please let me know if I may assist further.Adam P.NinjaTrader Customer Service
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