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Measuring sales per second

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    Measuring sales per second

    What can I use to measure the the incoming e.Volume data per second?

    I want to put this into an indicator for the market analyzer which shows when a markets orderflow is increasing in sales per second.

    #2
    Hello brucelevy,

    Thanks for your post.

    Using 1 second bars, you could look at the buysellvolume indicator, you could look at the VOL indicator , you could look at an SMA(period) of the VOL on 1 second bars. You could do that in an indicator or directly in the market analyzer. Although to determine rising or falling would best be done in an indicator.
    Paul H.NinjaTrader Customer Service

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