Bid/ask info

[e-man]

thanks Adam - i'll play around with that and report back :-)

cheers,
-e

[NinjaTrader_AdamP]

e-man,

It looks like a Bars object is accessible in some of the code :

bars.LastPrice = bars.GetClose(bars.Count - 1);

Just using intellisense I can see that the Bars object also has a GetCurrentBid() and GetCurrentAsk() method internally that may be accessible in the BarsTypes.cs code.

Note that the Bar types code is in the namespace NinjaTrader.Data, so it may not have access to the same objects / methods as indicator or strategy code. It also inherits the BarsType object so it would have access to methods from this class rather than the indicator or strategy base class.

[e-man]

tried to put the OnMarketData method into a custom bar type and got error: "no suitable method to override"

i also reviewed the @BarsType.cs and unless i'm missing something -- there is no reference sample or convention which leverages bid/ask data.

any hints?

if not, i will add my name to the list of those requesting this feature.

cheers,
-e

[NinjaTrader_AdamP]

e-man,

I would suggest trying it in this case, as it would be unsupported code. Documenting if it works here or not would be helpful to others looking for a similar work around. Unfortunately I haven't tested on my side here, however generally I would recommend sticking to the conventions already used in the BarTypes code.

[e-man]

following up on this issue ...

Is there a supported (or unsupported) method for use in @BarsType.cs to identify bid/ask/other when calling the Add() method for a BarsType?

looks like OnMarketData() exists in the Bars class with the same method signature used to override for Indicator/Strategy. currently it's marked as internal.

cheers,
-e

[NinjaTrader_JoshP]

mmtrader,

There is a lot of good work being done by development. As you might imagine there are a lot of suggestions. Rest assured this item is already on the feedback list and will be reviewed when development gets to the stage for improvements around this area.

[mmtrader]

mmtrader,

Our priorities right now are to stabilize NT7 and get it to a production release. Once this is accomplished, then we will be able to review our feedback list and see what we can do. Thank you for understanding.

Josh,

Now that NT7 production is released and stabilized, anyway you can please consider to introduce the feature requested in this thread.

Thanks
Mmtrader

[NinjaTrader_JoshP]

mmtrader,

Our priorities right now are to stabilize NT7 and get it to a production release. Once this is accomplished, then we will be able to review our feedback list and see what we can do. Thank you for understanding.

[mmtrader]

mmtrader,

Thanks for the suggestion. I've added it to our feedback list.

Thanks Josh. Do you see the possibility of feature/ability being added in an upcoming beta release? Would be great to have the ability to access bid/ask info in @bartypes and really helps for creating new bar types.

Thanks
mmtrader

[NinjaTrader_JoshP]

mmtrader,

Thanks for the suggestion. I've added it to our feedback list.

[mmtrader]

mmtrader,

Unfortunately that would not be supported in @BarTypes.

Sorry to know Josh, that NT doesn't support accessing of bid/ask in "bartypes". I request to please add this feature/ability,so that new custom "bar types" can be coded based on realtime bid/ask info.

Thanks
mmtrader

[NinjaTrader_JoshP]

mmtrader,

Unfortunately that would not be supported in @BarTypes.

[mmtrader]

Thanks Josh for confirming. Just to confirm, OnMarketData() it can be used in @BarTypes.cs file, which generates new bar types? The custom bars type is such that a "new bar" will be plotted based on bid/ask info and logic, in such a way that a new bar is plotted or continued in same bar based on bid/ask info/logic.

Thanks
mmtrader

[NinjaTrader_JoshP]

Not true. You can use OnMarketData() to access the bid/ask events that are coming in while the bar is building.

[mmtrader]

Support/Ray or Josh,

Can you please tell if in Ninja 7, the bid/Ask info is available when building the bars ?

Like if a new bars type has to be constructed, there isn't anyway to access bid/ask info when building bars? Is that true?

Thanks
mmtrader