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thread safe class to calculate average trade size

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    thread safe class to calculate average trade size

    I want to calculate average trade size

    I collect trades in OnMarketUpdate()
    then
    plot the results in OnBarUpdate()

    Is that problematic?

    Code:
    indicator level declarations
    instantiated State == State.DataLoaded
    
    Block { DateTime Time, double Price, int Volume }
    Blocks = new List<Block>()
    
    OnMarketUpdate() { Blocks.Add( new Block() ) }
    
    OnBarUpdate() { Blocks.Sum( filter list on date ) }
    perhaps a better way that will allow me to filter out small trades, then aggregate?

    Thanks!

    #2
    Hello robforee2,

    Thank you for the post.

    That is not problematic, other indicators use the overrides like that as well. You can see the BuySellVolume and BuySellPressure indicators for some examples.

    Depending on your goal you may need to make use of logic similar to what these two indicators show in OnBarUpdate for plotting purposes.


    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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