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Volume calc

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    Volume calc

    My self-designed intraday volume calculator seems to be not working as well as it used, I am assuming I have not inadvertently changed the code, but I wrote it a long time ago, and semi-don't remember.

    What is the syntax for the current NT standard method for Intraday Volume calculation?


    I think I remember it being a derivation of CurrentDayOHL(Volume), but I may have forgotten.

    Many thanks in advance.

    Andrew

    #2
    alabell,

    Perhaps this is what you were referring to?

    http://www.ninjatrader.com/support/h...?getdaybar.htm
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Indeed Adam, but won't that only give me prior days' volume, not "today's intraday volume" as it increments?

      I just want a reliable volume counter that updates a few times a minute and matches the market analyzer (more or less)...level of granularity is not super important in this case.

      Comment


        #4
        alabell,

        I can think of a couple ways to do that. One would be to make an indicator that uses an underlying daily series with CalculateOnBarClose = false; You can then report Volume[1][0] to get the current daily volume.
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Given the resulting confusion, perhaps you should make the effort to share the other way as well.

          NT Patrick and I are working on getting this calculation to become functional, and we are working on methods that set OnBarClose back to true.

          Comment


            #6
            Hello Andrew,

            Thank you for your response.

            I will continue to follow up with you at the following thread in order that we may better assist you here: http://www.ninjatrader.com/support/f...ad.php?t=54021

            I look forward to assisting you further.
            Patrick H.NinjaTrader Customer Service

            Comment

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