Volume calc

[alabell]

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

[NinjaTrader_AdamP]

alabell,

Perhaps this is what you were referring to?

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getdaybar.htm

[alabell]

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.

[NinjaTrader_AdamP]

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.

[alabell]

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.

[NinjaTrader_PatrickH]

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.