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Bid-Ask Volume vs Buy-Sell Volume ???
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Originally posted by alex99 View PostHi ninZa,
Can you make this indicator to work with historical data also?
Thx.
Alex
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
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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?
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Originally posted by Jim-Boulder View PostQuestion 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?
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.
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Originally posted by Jim-Boulder View PostQuestion 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?BertrandNinjaTrader Customer Service
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Originally posted by keogher View PostThere 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
Thanks.
Pi
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