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Access 10 levels of Depth in OnBarUpdate
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Hello habibalex,
Thank you for writing in.
Market depth information is only accessible through the OnMarketDepth() method.
If you wish to do something in OnMarketDepth() once the close of a bar occurs, what you can do is utilize a boolean. Assuming CalculateOnBarClose = true, at the close of a bar set the boolean to true. Check if the boolean is true in OnMarketDepth(). If it's true, do something, and revert the boolean back to false.
As an example:
Code:private bool barClose = false; protected override void OnBarUpdate() { barClose = true; } protected override void OnMarketDepth(MarketDepthEventArgs e) { if (barClose) { // do stuff barClose = false; } }
Please, let us know if we may be of further assistance.Zachary G.NinjaTrader Customer Service
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