Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
How can I use last sale volume in the condition builder?
Collapse
X
-
Welcome to our forums, in the price data category the Bid / Ask can be accessed and included into a custom condtition - http://www.ninjatrader-support.com/H...rdScreens.html
Please keep in mind that in backtesting they would be replaced with the Close value.BertrandNinjaTrader Customer Service
-
Many thanks for your help. In fact what I am really interested is not bid/ask per se, but the actual volume associated with that price. For example, I want to make a long order once there is a deal of stock A with more than one million shares. Should I use tick data instead? But it is not obvious to me how one could use tick data in the condition builder...
Comment
-
Thanks for clarifying - I would suggest to code this strategy outside of the wizard, so you can Add() for example a 1 tick series and access the volume of each tick (trade). Another way would be looking into OnMarketDate() for Level 1 data access - http://www.ninjatrader-support.com/H...arketData.htmlBertrandNinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by johnMoss, 03-04-2024, 01:53 PM
|
3 responses
47 views
0 likes
|
Last Post
by AndyM
Today, 06:13 PM
|
||
Started by algospoke, Today, 06:01 PM
|
0 responses
8 views
0 likes
|
Last Post
by algospoke
Today, 06:01 PM
|
||
Started by cre8able, Today, 05:53 PM
|
0 responses
10 views
0 likes
|
Last Post
by cre8able
Today, 05:53 PM
|
||
Started by Wessel, 03-23-2024, 02:37 PM
|
3 responses
25 views
0 likes
|
Last Post Today, 04:58 PM | ||
Started by martini, Yesterday, 04:45 PM
|
4 responses
32 views
0 likes
|
Last Post
by martini
Today, 04:48 PM
|
Comment