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NinjaTrader
Bid/Ask Rate of Change
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Originally posted by brucelevy View PostHow would one go about identifying the rate of change over a given number of bars between the bid and ask?
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Hello brucelevy,
Thank you for your post.
You would add in the Bid and Ask as secondary series in the script. For example, in Initialize():
Code:Add("ES 09-16, PeriodType.Minute, 1, MarketDataType.Bid); Add("ES 09-16, PeriodType.Minute, 1, MarketDataType.Ask);
Code:if (Closes[1][0] > Closes[2][0]) // do something
Please let me know if you have any questions.
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