Size Filter

[Trader17]

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.

[NinjaTrader_Jesse]

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.

[Trader17]

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

[NinjaTrader_Jesse]

Hello Trader17 ,

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

I look forward to being of further assistance.

[Trader17]

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

[NinjaTrader_Jesse]

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.