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Bid-Ask Volume vs Buy-Sell Volume ???

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    #16
    ...You also have a indicator that plot the sum of (Ask+bid)= volume.... like the footprint

    thanks

    Comment


      #17
      Hi ninZa,
      Can you make this indicator to work with historical data also?
      Thx.

      Alex

      Comment


        #18
        Originally posted by alex99 View Post
        Hi ninZa,
        Can you make this indicator to work with historical data also?
        Thx.

        Alex
        Unfortunately that's pretty complicated and it is not my near-term plan.

        From my first guess, to make this indicator work with historical data we have to add 2 additional series: tick bid & tick ask, e.g. 1-tick bid series & 1-tick ask series. Not sure about the result, that's just my guess.

        Thanks.
        Pi
        ninZa
        NinjaTrader Ecosystem Vendor - Ninza

        Comment


          #19
          Question for NinjaTrader_Bertrand--in your response you said that the onBarUpdate is only triggered with a price change -- what happens if you have it set to process each incoming tick (trade)--and the price doesn't change--we simply have 2 consecutive trades at the same price?
          Jim-Boulder
          NinjaTrader Ecosystem Vendor - Elephant Tracks

          Comment


            #20
            Originally posted by Jim-Boulder View Post
            Question for NinjaTrader_Bertrand--in your response you said that the onBarUpdate is only triggered with a price change -- what happens if you have it set to process each incoming tick (trade)--and the price doesn't change--we simply have 2 consecutive trades at the same price?
            Yes, each and every price is computed in OnBarUpdate.

            I filter in OnBarUpdate by comparing previous price with current - and return...to save CPU cycles in most of my stuff that requires no further processing.

            Comment


              #21
              Originally posted by Jim-Boulder View Post
              Question for NinjaTrader_Bertrand--in your response you said that the onBarUpdate is only triggered with a price change -- what happens if you have it set to process each incoming tick (trade)--and the price doesn't change--we simply have 2 consecutive trades at the same price?
              Jim, I should have clearer said a last price update. If you get the same last tick that's fine, but it still will call OnBarUpdate().
              BertrandNinjaTrader Customer Service

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                #22
                There seems to be errors in the code when you import to Ninja

                public partial class Indicator : IndicatorBase
                {
                private ninZaVolumeDelta[] cacheninZaVolumeDelta = null;

                Getting an error on private? Any ideas why

                Comment


                  #23
                  Originally posted by keogher View Post
                  There seems to be errors in the code when you import to Ninja

                  public partial class Indicator : IndicatorBase
                  {
                  private ninZaVolumeDelta[] cacheninZaVolumeDelta = null;

                  Getting an error on private? Any ideas why
                  Please Contact me via http://ninza.co/contact and attach a screenshot of the error message.

                  Thanks.
                  Pi
                  ninZa
                  NinjaTrader Ecosystem Vendor - Ninza

                  Comment

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