Wish to display volume on chart

[morrnel]

Hello, I created an indicator that splits out the ask and bid volume. Works nice with one exception. If I stop the indicator and restart it for any reason, it resets the data to zero and starts displaying from the restart rather than displaying the data from the beginning of the range of data.
Please help me understand what I am missing.
Morris

[NinjaTrader_ChrisL]

Hi morrnel, thanks for your question.

It's happening because the method you are using to access the historical bid/ask volume is reliant on real time data. Please read this page on using Tick Replay to access historical bid/ask data. The buy/sell volume indicator also demonstrates how to do this. e.g.

protected override void OnMarketData(MarketDataEventArgs e)
        {
            if(e.MarketDataType == MarketDataType.Last)
            {
                if(e.Price >= e.Ask)
                    buys += (Instrument.MasterInstrument.InstrumentType == Cbi.InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume(e.Volume) : e.Volume);
                else if (e.Price <= e.Bid)
                    sells += (Instrument.MasterInstrument.InstrumentType == Cbi.InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume(e.Volume) : e.Volume);
            }
        }

Please let me know if I can assist any further.

[morrnel]

Thanks for the info. Please help me understand, as I watch the VOL indicator, the bar changes in height on each tick. How and why is that different?

[NinjaTrader_ChrisL]

Hi morrnel, thanks for your reply.

The VOL indicator is accumulating the volume data. What are you seeing that is different?

I look forward to hearing from you.

[morrnel]

Each time a tick is processed, the bar is updated until the bar completes

[NinjaTrader_ChrisL]

Hi morrnel, thanks for your reply.

Please forgive me but I am not sure of the question being asked. Could you explain further?

[morrnel]

When I watch each bar, it changes each time a tick is processed. The tick counter changes. The volume bar goes up a bit. So how do I get my indicator to work in the very same way?

[NinjaTrader_ChrisL]

Hi morrnel, thanks for your reply.

First the script must run OnEachTick or OnPriceChange. If it is, when you update Values[0][0] with some number, the plot will be changed to that value as well. Theres nothing else that would need to be added to make this happen.

[morrnel]

Ok, thanks!