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NinjaTrader
OnMarketData
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Originally posted by PDT123 View PostI need to know when there is an uptick and downtick. I am using the OnMarketData but how do I know if the last was at the bid or ask and when it ticked up to a new level?
Here is how I separate the last.
if (e.MarketDataType == MarketDataType.Ask)AskPrice = e.Price;
if (e.MarketDataType == MarketDataType.Bid)BidPrice = e.Price;
if (e.MarketDataType == MarketDataType.Last)LastPrice = e.Price;
if (e.MarketDataType == MarketDataType.Last)LastVolume = e.Volume;
if (e.MarketDataType != MarketDataType.Last)return;
if((LastPrice >= AskPrice) && (AskPrice!=0)) AskVolume = LastVolume;
if((LastPrice <= BidPrice) && (BidPrice!=0)) BidVolume = LastVolume;
RJay
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