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Daily Volume indicator

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    Daily Volume indicator

    Hello, I would like to ask for help if there is, or how to construct daily volume indicator. There is a daily volume in Market analyzer, but is there any chance to plot it as an indicator in chart? Thank you for your help or any advice.

    #2
    Hello Tomass, thanks for your question.

    The OnMarketData method can be overridden for the daily volume. e.g.

    Code:
    double DailyVol;
    protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
    {
    
        if (marketDataUpdate.MarketDataType == MarketDataType.DailyVolume)
            DailyVol = marketDataUpdate.Volume;
    }
    Please let me know if I can assist any further.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Thank you very much. I am used to NT7 and kinda starting with NT8, can you please advice me any example of indicator using marketDataUpdate.Volume, or any other indicator that I can try to reverse engineer it? Basically I am trying to achive Volume indicator (similar to VolumeUpDown), but instead of volume on each tick it will be compounding volume of day, like in DailyVolume in market Analyzer. Hope it makes sence and will be glad for any advice to make this work. Thank you for your patience and time.

      Comment


        #4
        Hi Tomass, thanks for your reply.

        It could be done like the example attached. Note the DailyVolume will only be available in real time data. To get this information in historical mode one would need to manually accumulate the volume data from the beginning of each session with the MarketDataType.Last data type. See this page for more details on tick replay.

        Kind regards.
        Attached Files
        Chris L.NinjaTrader Customer Service

        Comment

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