Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Volume Data
Collapse
X
-
Volume Data
Is it possible to access volume data for an instrument via the automated trading interface?Tags: None
-
Volume Data
Hi Josh
I have written point and figure software which creates the chart from the data supplied by Ninja and then automatically trades according to our algorhythms. It will trade any instrument. To date our algorhythms have not included volume data, they have only included pattern recognition. However, I would like to investigate the avenue of incorporating volume data further.
Firstly, I need a way to view the traded volume on this day, as it happens.
Secondly, is it possible to get the market depth, i.e. volume on traded longs and shorts, as it happens?
Regards ... Juergen
Comment
-
Hi Juergen,
I am not familiar with the setup you have there, but if you are driving your algorithms with Ninja data you should have no problem getting volume data over as well. To access Volume data you can use Volume[0] just like how you would use Close[0].
Market depth is available provided your data provider offers it. You will want to use the OnMarketDepth() method. Please take a look at this reference sample: http://www.ninjatrader-support.com/v...ead.php?t=3478Josh P.NinjaTrader Customer Service
Comment
-
More Information
HI, Thank you for your prompt response. We have written a software package that displays point and figure charts. It includes our own trading algorithims, entry and exits.
We get price data from Ninja using the ATI interface, using the MarketData() command. We open trades using the Command() command. We use various other Ninja commands to accomplish our other tasks.
So I guess the real question that I should have asked is, is there a way that I can access volume data using the NTDirect.dll commands? or perhaps some other way?
Best Wishes ... Juergen
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by kevinenergy, 02-17-2023, 12:42 PM
|
118 responses
2,778 views
1 like
|
Last Post
by kevinenergy
Today, 05:41 AM
|
||
Started by briansaul, Today, 05:31 AM
|
0 responses
9 views
0 likes
|
Last Post
by briansaul
Today, 05:31 AM
|
||
Started by traderqz, Yesterday, 12:06 AM
|
11 responses
28 views
0 likes
|
Last Post Today, 05:11 AM | ||
Started by PaulMohn, Today, 03:49 AM
|
0 responses
8 views
0 likes
|
Last Post
by PaulMohn
Today, 03:49 AM
|
||
Started by inanazsocial, Today, 01:15 AM
|
1 response
10 views
0 likes
|
Last Post Today, 02:18 AM |
Comment