Volumetric

[shildebrand324]

Hi, is there a way to loop through the volumetric API to get the bid/ask values that show on the chart for each level of a bar?

[shildebrand324]

Figured it out.

for (double i = Low[0]; i <= High[0]; i += TickSize) {

iAskValue = i;
iBidValue = i;
askValue = barsType.Volumes[CurrentBar].GetAskVolumeForPrice(i);
bidValue = barsType.Volumes[CurrentBar].GetBidVolumeForPrice(i);
Print(Time[0] + " Max Bid: " + bidValue + " Value: " + iBidValue);
Print(Time[0] + " Max Ask: " + askValue + " Value: " + iAskValue);

}

---

But is it there a way to get limit contact size? Since contracts traded is a completely useless number because it does not take into account buyers and sellers that passively are buying and selling contracts with limit orders in large numbers.

[shildebrand324]

Is there a way to get limit contact size? Since contracts traded is a completely useless number because it does not take into account buyers and sellers that passively are buying and selling contracts with limit orders in large numbers.

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your post.

There are no supported or documented methods or functions available to get the individual contracts that make up a each level when using Volumetric bars. You would be able to get the total volume or a volume at a specific price, such as with GetTotalVolumeForPrice().

There are also no supported methods for knowing what type of order the orders are, such as limit orders. You would only be able to access the volume.

See this help guide page for more information about Volumetric bars: https://ninjatrader.com/support/help...tric_bars2.htm

Let me know if I may assist further.

[shildebrand324]

Are the numbers that show on the volumetric charts the actual fill amounts? Any way to get lot size?

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

As stated in post # 4, "You would be able to get the total volume or a volume at a specific price, such as with GetTotalVolumeForPrice()."

Please review this help guide page linked below and linked in post # 4 to see the methods and properties that the VolumetricBarsType exposes.

Order Flow Volumetric Bars: https://ninjatrader.com/support/help...flow_volumetri c_bars2.htm

Let me know if I may assist further.

[shildebrand324]

Some of my trading buddies are able to zoom out on volumetric charts and shows boxes around imbalances, but mine won’t do this. Any ideas?

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

You could zoom in on a section of the Volumetric bars on a chart by clicking the Zoom In button on the Chart Toolbar and highlighting the area you want to zoom in on.

See this demonstration video: https://brandonh-ninjatrader.tinytak...Ml8yMDU0Mzc5Mg

If this does not resolve your inquiry, please send me a screenshot demonstrating what your trading buddies are able to see that you cannot see and they steps they take so I may investigate this further.

Let me know if you have further questions.

[shildebrand324]

He is able to zoom out and make the numbers disappear and see the imbalances as boxes. I'm not able do this.

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

I am unable to replicate this behavior on a Volumetric chart on my end after testing each Volumetric Data Series setting. I cannot find exactly which Volumetric setting this would be or if there is a specific Volumetric setting that allows for this to occur.

That said, please have your trading buddy save a Chart Template for their chart and send that chart template to you to use as well as the exact steps they take to reproduce this behavior.

This help guide could be viewed for instructions on how to save a Chart Template: https://ninjatrader.com/support/help...AChartTemplate

The saved chart template could be found in the Documents\NinjaTrader 8\templates\Chart folder. You could copy the chart template file they send you to this same folder to add it to your platform.

After adding the template to the Documents\NinjaTrader 8\templates\Chart folder, restart NinjaTrader to ensure changes take effect.

See this help guide page for information about loading a chart template onto a chart: https://ninjatrader.com/support/help...AChartTemplate

Please let me know if I may assist further.

[shildebrand324]

He is using 4k monitor, so that must be it.

[shildebrand324]

He says he's using the default chart template, and is able to drag the bottom time axis and it zooms in that much. I have a video, but the forum won't allow me to upload it

[NinjaTrader_BrandonH]

Hello shildebrand324,

Thanks for your note.

You can try having your friend create and save a Chart Template for their chart and they could send that chart template to you to use as well as the exact steps they take to reproduce this behavior.

You could copy the chart template file they send you to the Documents\NinjaTrader 8\templates\Chart folder to add it to your platform. Then use the steps and settings provided by your friend to try and replicate the behavior.

This behavior could be due to them having a 4k monitor as you have mentioned and may not be reproducible.

Let me know if I may assist further.