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    Size Filter

    Is the Size Filter exposed to Ninja Script? Like is there specific script for that similar to Delta etc? I want to use it in a Strategy.
    Thanks.

    #2
    Hello Trader17,

    This is not currently exposed in any documented way. The only items which are documented would be listed on the volumetric sample here: https://ninjatrader.com/support/help...sub=volumetric

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

    Comment


      #3
      So can it be made a feature request? And can it be done via custom scripting? Is that possible?
      Thanks.

      Comment


        #4
        Hello Trader17 ,

        I will add a feature request, my prior reply was targeted at custom scripting.

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

        Comment


          #5
          Thanks. Is there an example showing Ninja Script filtering out trade sizes?
          Thanks.

          Comment


            #6
            Hello Trader17 ,

            Not that I am aware of, that would really depend on what data you are accessing. You could use the Volume information to get the general volume for a bar or if you are working with OnMarketDepth you could see the values at each price level. Filtering would just be a condition you make that checks that the volume was greater or lesser than a target value to then do something with that value.

            I look forward to being of further assistance.

            JesseNinjaTrader Customer Service

            Comment

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