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^uvol / ^dvol

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    ^uvol / ^dvol

    Greetings all. I would like to set up and indicator (or perhaps a custom symbol?) the will give me the ratio of the NYSE Up Volume divided by the NYSE Down Volume. This is easily done in eSignal ($UVOL / $DVOL) but am not sure how to create that in NT. I tried mapping a custom symbol but came up short. The notion is that when ^UVOL swamps ^DVOL by a certain ratio it can be a bullish signal (and vice versa for short signals) that when combined with other filters can create a trading strategy/signal. Any suggestions?

    #2
    Hello,

    Thanks for the note.

    In this case you needed to create whats called a multi time frame indicator that will compare both indexs and output the value of the difference.

    I took the liberty and quickly created it for you. If you wanted me to link documentation on how to do this I will do so just let me know. Otherwise please load the attached file using the Control Center->File->Utilities->Import NinjaScript and apply the "VolumeRatio" indicator to your chart.
    Attached Files
    BrettNinjaTrader Product Management

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      #3
      Originally posted by NinjaTrader_Brett View Post
      Hello,

      Thanks for the note.

      In this case you needed to create whats called a multi time frame indicator that will compare both indexs and output the value of the difference.

      I took the liberty and quickly created it for you. If you wanted me to link documentation on how to do this I will do so just let me know. Otherwise please load the attached file using the Control Center->File->Utilities->Import NinjaScript and apply the "VolumeRatio" indicator to your chart.
      Hi

      I use TD amertrade... the symbols used are UVOL /upvolume AD.N /downvolume
      ...I cant seem to chart these instruments...would this volumeRatio indy work with my TD amertrade. feed??

      Comment


        #4
        Originally posted by mystiq68 View Post
        Hi

        I use TD amertrade... the symbols used are UVOL /upvolume AD.N /downvolume
        ...I cant seem to chart these instruments...would this volumeRatio indy work with my TD amertrade. feed??
        Negative. That's TOS speak. Not TDA.

        Comment


          #5
          Hi Brett,

          Looking to create the same thing, not ratio per se, but net result of 2 data series, ^UVOL and ^DVOL.
          So need te be able to use 2 data-series as input. Is that an option at all in NT7 scripting?
          Your VolumeRatio only allows one.

          I can plot both series on same panel, but would like to plot the net result of UVOL minus DVOL...

          Thanks.
          Alex

          Comment


            #6
            Hello Alex,

            Thanks for your post.

            The second data series would need to be coded in. Please see the Multi-Time Frame & Instruments section of our help guide: http://www.ninjatrader.com/support/h...nstruments.htm
            BrandonNinjaTrader Customer Service

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