Volume Coding Indicator

[ginx10k]

Hey guys, I would like to add the Volume from a Futures contract into a FOREX chart using my own indicator. I've seen it done on other sites, but can't figure out how they do it.

Here's the First Goal. To put my indicator on a USD/JPY (just for example) chart, and have it read the Volume from 6J.

Can someone show me how to do this.

Thank you!!

[NinjaTrader_Jesse]

Hello ginx10k,

You can certainly use the values from another series for an indicator and then plot that on a chart of your choosing. I will post the steps but we also have a video on our YouTube channel called "adding a hidden data series" that essentially is the process you would want.

http://www.youtube.com/watch?v=x_6BN5SIiig&index=30&list=PL82A14C398CA140D7

Here are the steps:

• Create a new chart using the instrument you want to see so USD/JPY
• Next add the second instrument you want to use so the 6J
• Click ok and create the chart, you will have two charts plotted at the moment
• Open the indicator panel to add the indicator you want
• Configure the indicator to your liking, Once you are done locate the Input Series field in Indicator Properties
• Click in the box where the text is and a (...) button will appear to the right
• Click this button and this will open a panel listing all of the available data series contained in the chart
• From this list locate the 6J and Select the Close or whichever you will be basing the indicator off of.
• Click Ok, then click ok again in the indicators panel

You will now have two chats plotted, one for the FOREX pair, and the other for the Futures instrument.
For hiding the data series and having only the forex pair please see the video as that is a little easier to follow.

Please let me know if I may be of additional assistance.

[ginx10k]

Not for Charting for Indicator Development!

I think you misunderstood my question so I'll repost. First I wanna say thanks for taking the time to answer me and for the video. But I already know how to add Other Data series and indicators to charts.

The Question is For "INDICATOR DEVELOPMENT ONLY"


HOW Do I add the Volume from another Dataseries to my current Indicator Code?

i.e. IF (VOLUME from 6J )....I don't know the syntax or the coding method. it's just an example.

[koganam]

I think you misunderstood my question so I'll repost. First I wanna say thanks for taking the time to answer me and for the video. But I already know how to add Other Data series and indicators to charts.

The Question is For "INDICATOR DEVELOPMENT ONLY"


HOW Do I add the Volume from another Dataseries to my current Indicator Code?

i.e. IF (VOLUME from 6J )....I don't know the syntax or the coding method. it's just an example.

The NT Help is a great resource, but only if we use it. The example in the guide answers the question that you asked.

Add the instrument to the indicator and query the Volumes array.

ref: http://www.ninjatrader.com/support/h...t7/volumes.htm

[ginx10k]

Now we're talking. so for instrument, I can add 6J?? or is there other syntax. 2nd. This example is for Strategies. I know the Add() doesn't work on Indicator code.

How would I go about adding this to an indicator? Basically what would the Code look like.
Or do I need to use the VOL() call function. If I do need the VOL(), how would I add the Dataseries for other instruments??

Still trying to figure all this coding stuff out. reading the Help guides does help, but sometimes its more confusing.


I tried

 protected override void Initialize()
        {
Add(6J, PeriodType.Minute, 5);
}

Getting errors.

[koganam]

Now we're talking. so for instrument, I can add 6J?? or is there other syntax. 2nd. This example is for Strategies. I know the Add() doesn't work on Indicator code.

How would I go about adding this to an indicator? Basically what would the Code look like.
Or do I need to use the VOL() call function.

Still trying to figure all this coding stuff out. reading the Help guides does help, but sometimes its more confusing.

Not quite correct. You can Add() price data series to both indicators or strategies: you cannot Add() indicators to other indicators; only to strategies.

For futures, you must add the full contract designation: not just "6J", but "6J 05-14".

Then you refer to its volume with Volumes[1][0].

[ginx10k]

Not working!!

Ok so I can't Add the VOL() to the indicator. But when I ADD to indicator this is what I get. http://screencast.com/t/S6ePz4MZZ

   /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Add(6J 06-14, PeriodType.Minute, 5);
            Overlay = false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            //Compare Volume of current bar to 5 minute
         if (Volumes[0][0] > Volumes[1][0])
         Print("The current bar's volume price is greater");
        }

[ginx10k]

Ok I think the error was that I didn't Use the " " marks. So I changed the code

        protected override void Initialize()
        {
            Add("6J 6-14", PeriodType.Minute, 5);
           
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            //Compare Volume of current bar to 5 minute
         if (Volumes[0][0] < Volumes[1][0])
         Print("The current bar's volume price is Smaller");
        };

and it compiled successfully. However, I'm still not showing any Volume values on the Panel. And it's NOT displaying anything to the OUTput window. What am I missing.

P.S. I'm testing on Market replay with all Data available, so Data isn't the problem. just trying to figure out what I'm missing NOW. why won't it compare the Volumes or show anything. Thank you!!

[NinjaTrader_Jesse]

Hello ginx10k,

Please excuse my prior post and thank you koganam for clearing that up. Here is a sample of a working Volume indicator based of the index of the added series.

The reason you are getting the error is it is checking before there are bars to check. I added the code below to resolve this.

if(CurrentBar < BarsRequired)
				return;

Here is the complete code.

		protected override void Initialize ()
		{
			Add (new Plot (new Pen (Color.Red, 3), PlotStyle.Line, "VolumePlot"));
			Add ("6J 06-14", PeriodType.Minute, 5);
			Overlay = false;
		}

		protected override void OnBarUpdate ()
		{
			if (CurrentBar < BarsRequired)
				return;
			if (Volumes [0] [0] > Volumes [1] [0])
				VolumePlot.Set (Volumes [1] [0]);
			Print ("The current bar's volume price is greater");
		}

		#region Properties

		[Browsable (false)]	
		[XmlIgnore ()]		
		public DataSeries VolumePlot {
			get { return Values [0]; }
		}

		#endregion
	}
}

Please let me know if I may be of additional assistance.

[ginx10k]

Small ERROR

Hey Jesse, yea the BarsRequired solved the Plotting issue. Indicators works great on One Dataseries.

But When I tried to add 6J to the chart, without changing anything else, the Indicator Won't Load. I'm thinking it's cause adding the new Dataseries changes the Index[] value. So what change do I have to do on the Code so that the Indicator can display when more than One dataseries are present.

http://screencast.com/t/pCPlRHyhpWHl

i.e. I tried Volumes[2][0] but that didn't work. and I have NO way of finding the Actual Index value of anything?

[NinjaTrader_Jesse]

Hello ginx10k,

Try commenting out the following line

if (Volumes [0] [0] < Volumes [1] [0])

It looks like the Volume on index 0 is not less than the volume on index 1 so nothing is being displayed. the print statement in your image would still work though as that is not part of this if statement.

I commented that line out and everything popped back up when using the code in your image.

Please let me know if I may be of additional assistance.

[ginx10k]

It works

It works. it was just a dataseries issue. I had 3 days set to load.. thanks!! Works fine now.

[ginx10k]

Adding Instrument Type

Ok another question. How do I get the indicator to determine what Instrument it's on, so that I can use that Value and place it in a Variable or Conditional Statement.

For instance.

if InstrumentType. == USD/JPY {DO something}

something like that?

what's the actual code to do this??

[ginx10k]

Nevermind Got iT!

Nevermind that last post. I got it.

 myVariable = (Instrument.FullName.ToString());

Cheers!!

[ginx10k]

Reoccurring error

Okay, this doesn't make sense, sometimes it works, other times I keep getting this error.

http://screencast.com/t/cHcUpG9nqj

Here's the FULL Code.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// Enter the description of your new custom indicator here
    /// </summary>
    [Description("Enter the description of your new custom indicator here")]
    public class CustomVolume : Indicator
    {
        #region Variables
        // Wizard generated variables
            private int myInput0 = 1; // Default setting for MyInput0
			private string InstrumentName = " ";
			private string contract = " ";
			
        // User defined variables (add any user defined variables below)
			private bool useFutures = true; //Ask User if they want to use Futures Volume for FOREX
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
      protected override void Initialize ()
		{
			//Adding Volume per instruments
			InstrumentName = (Instrument.FullName.ToString());
			if(InstrumentName == "$USDJPY") {contract = "6J 06-14";}
			
			
			Add (new Plot (new Pen (Color.Red, 3), PlotStyle.Line, "VolumePlot"));
			Add ( "6J 06-14", PeriodType.Minute, 5);
			
			Overlay = false;
		}

		protected override void OnBarUpdate ()
		{
			if (CurrentBar < BarsRequired)
				return;
			
			if (Volumes [0] [0] > Volumes [1][0])
				VolumePlot.Set(Volumes [1][0]);
			Print ("The current bar's volume price is greater");
		}

        #region Properties
        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
       	public DataSeries VolumePlot 
		{
			get { return Values [0]; }
		}

        [Description("")]
        [GridCategory("Parameters")]
        public int MyInput0
        {
            get { return myInput0; }
            set { myInput0 = Math.Max(1, value); }
        }
		
		[Description("Use Futures Volume For FOREX")]
		[GridCategory("Parameters")]
		public bool UseFuturesVolume
        {
            get { return useFutures; }
            set { useFutures = value; }
        }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private CustomVolume[] cacheCustomVolume = null;

        private static CustomVolume checkCustomVolume = new CustomVolume();

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public CustomVolume CustomVolume(int myInput0, bool useFuturesVolume)
        {
            return CustomVolume(Input, myInput0, useFuturesVolume);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public CustomVolume CustomVolume(Data.IDataSeries input, int myInput0, bool useFuturesVolume)
        {
            if (cacheCustomVolume != null)
                for (int idx = 0; idx < cacheCustomVolume.Length; idx++)
                    if (cacheCustomVolume[idx].MyInput0 == myInput0 && cacheCustomVolume[idx].UseFuturesVolume == useFuturesVolume && cacheCustomVolume[idx].EqualsInput(input))
                        return cacheCustomVolume[idx];

            lock (checkCustomVolume)
            {
                checkCustomVolume.MyInput0 = myInput0;
                myInput0 = checkCustomVolume.MyInput0;
                checkCustomVolume.UseFuturesVolume = useFuturesVolume;
                useFuturesVolume = checkCustomVolume.UseFuturesVolume;

                if (cacheCustomVolume != null)
                    for (int idx = 0; idx < cacheCustomVolume.Length; idx++)
                        if (cacheCustomVolume[idx].MyInput0 == myInput0 && cacheCustomVolume[idx].UseFuturesVolume == useFuturesVolume && cacheCustomVolume[idx].EqualsInput(input))
                            return cacheCustomVolume[idx];

                CustomVolume indicator = new CustomVolume();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.MyInput0 = myInput0;
                indicator.UseFuturesVolume = useFuturesVolume;
                Indicators.Add(indicator);
                indicator.SetUp();

                CustomVolume[] tmp = new CustomVolume[cacheCustomVolume == null ? 1 : cacheCustomVolume.Length + 1];
                if (cacheCustomVolume != null)
                    cacheCustomVolume.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheCustomVolume = tmp;
                return indicator;
            }
        }
    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.CustomVolume CustomVolume(int myInput0, bool useFuturesVolume)
        {
            return _indicator.CustomVolume(Input, myInput0, useFuturesVolume);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.CustomVolume CustomVolume(Data.IDataSeries input, int myInput0, bool useFuturesVolume)
        {
            return _indicator.CustomVolume(input, myInput0, useFuturesVolume);
        }
    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.CustomVolume CustomVolume(int myInput0, bool useFuturesVolume)
        {
            return _indicator.CustomVolume(Input, myInput0, useFuturesVolume);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.CustomVolume CustomVolume(Data.IDataSeries input, int myInput0, bool useFuturesVolume)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.CustomVolume(input, myInput0, useFuturesVolume);
        }
    }
}
#endregion

As you can see I'm trying to to get the indicator to know which Chart it's on so it knows which FUTURES contract to use. I typed Conditional statements in the void Initialize() area, I don't know if that causes problems.

Can someone please help fix this error.