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Order Flow Volumetric Bar question

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    Order Flow Volumetric Bar question

    One accurate question concerning volumetric bars please. (I work with the link "https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_flow_volumetric_bars2.htm"!)
    From this landing page on the help guide I can not see (sorry if I missed it) how to access a.) the price below the high and b.) the bid ask of the bar before. Is it correct to do

    a.) barsType.Volumes[CurrentBar].GetBidVolumeForPrice(High[0]-1*TickSize // for having the Bids 1 Tick below the high of current bar
    b.) barsType.Volumes[CurrentBar-1].GetBidsVolumeForPrice(High[1])-1*TickSize // for having the Bids 1 Tick below the high of the bar before
    (or barsType.Volumes[CurrentBar-1].GetBidsVolumeForPrice(High[0])-1*TickSize //??)

    Thank you!
    Tony
    Last edited by NinjaTrader_PatrickG; 01-09-2019, 10:24 AM.

    #2
    I moved your recent post to a new thread since it seems to be unrelated to the range market replay thread. If you have further questions about the Market Replay + Range bar historical data inquiry, please post there:

    https://ninjatrader.com/support/foru...umetric-bidask

    Whenever you have a new, unrelated question, please always start a new thread in the relevant sub-forum so that threads stay on-topic. I'll have a colleague from the NinjaScript Team follow up with you shortly.
    Patrick G.NinjaTrader Customer Service

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      #3
      Hello Tony,

      Thank you for your note.

      What you have written appears to be correct for the description..

      When you have tested this, are you finding the information returned is not matching what is on the chart?

      Attached is an example that demonstrates looping from the high to the low.
      Attached Files
      Chelsea B.NinjaTrader Customer Service

      Comment

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