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Partner 728x90

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bid ask volume ratio

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    bid ask volume ratio

    Can any one point me in the direction of bid-ask volume ratio please.

    ie... ask vol minus bid volume

    many thanks

    #2
    Please right click in your chart and select indicators. Then take a look at the BuySell Pressure and the BuySellVolume. Please let me know if these are what you are looking for.
    JessicaNinjaTrader Customer Service

    Comment


      #3
      Volume Ratio TS Code...

      I don't think those are the right indicators...

      here is the meat of the TS code which generates the Volume Ratio..
      I am NEW to NT and do not yet have the coding skills to convert this code, NOR do I have the knowledge of easylanguage code to fully understand it's built in functions and vars.... perhaps a generous programmer here will help ..

      Thanks in Advance..

      David


      variables:
      TotalTicks( 0 ),
      VolRatio( 0 ),
      VolRatioAvg( 0 ),
      ColorLevel( 0 ) ;

      if BarType <= 1 then { ie, if tick or minute bars }
      begin
      TotalTicks = UpTicks + DownTicks ;
      if TotalTicks > 0 then
      VolRatio = 100 * ( UpTicks - DownTicks ) / TotalTicks
      else
      VolRatio = 0 ;
      VolRatioAvg = XAverage( VolRatio, AvgLength ) ;

      Plot1( VolRatioAvg, "VolRatioAvg" ) ;
      Plot2( 0, "ZeroLine" ) ;

      Comment


        #4
        The two indicators Jessica mentioned are different than the code you outlined. As a last resort you could also try contacting one of the NinjaScript Consultants here: http://www.ninjatrader.com/partners#...pt-Consultants
        Josh P.NinjaTrader Customer Service

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          #5
          Why not just quote me a price?

          Comment


            #6
            Because NinjaTrader does not offer these services. The NinjaScript Consultants are 3rd party and you will need to contact them directly.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              Ok..thanks.. and actually I did contact one of them, but I never heard back from them....

              Comment


                #8
                Sorry dwt1020. We cannot help in that regards as they are 3rd party consultants that have their own business models outside the scope of NinjaTrader.
                Josh P.NinjaTrader Customer Service

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                  #9
                  It would be good to have these indicators included as 'core' functionality as more and more of your competitors are doing. Having them so they display correctly for historical data would be a huge plus. This would require an option to load bid ask and last data 'tick by tick' regardless of bar time frame.

                  Comment


                    #10
                    Thanks for the suggestion. We will put it on the list for future considerations.
                    Josh P.NinjaTrader Customer Service

                    Comment


                      #11
                      Thanks for consideration. There are numerous benefits of being able to 'feed ticks' into a chart tick by tick rather than bar by bar. Not sure how things are architected now but as you offer replay I imagine the mechanism to achieve this is probablly in place. Any indicator that only works correctly on live data should now work on historical data.

                      Cheers.

                      Comment


                        #12
                        NT7 will introduce historical bid/ask data. A user can add suplementary series, such as 1 tick bar which then would force a load tick by tick. This assume that the data provider you are connected to provides historical bid/ask data.
                        RayNinjaTrader Customer Service

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