I'm looking to get as much detail as possible from every footprint I have showing in my volumetric chart.
Currently, Ninjatrader 8 supports these variables:
BarDelta | Gets a long value with the total bar's delta |
CumulativeDelta | Gets a long value with the cumulative delta (Note: the accumulation is reset at the session break) |
GetAskVolumeForPrice(double price) | Gets the ask volume (long value) for the passed in price |
GetBidVolumeForPrice(double price) | Gets the sell volume (long value) for the passed in price |
GetDeltaForPrice(double price) | Gets the horizontal delta (long value) for the passed in price |
GetDeltaPercent() | Gets a double value with the delta % of volume for the bar |
GetMaximumPositiveDelta() | Gets the highest positive delta (long value) for the bar (if there is no positive delta in the bar, it will get the lowest negative delta) |
GetMaximumNegativeDelta() | Gets the highest negative delta (long value) for the bar (if there is no negative delta in the bar, it will get the lowest positive delta) |
GetMaximumVolume(bool? askVolume, out double price ) | Gets the highest Ask, Bid or combined volume (long value) for the bar and returns the price at which it occurred. - pass in true for getting the highest Ask volume - pass in false for getting the highest Bid volume - pass in null for getting the highest combined volume For scenarios where Ticks per level is greater than 1, this method will return the lowest price - with Ticks per level known, the remaining prices in the result cell could be custom calculated if desired. |
GetTotalVolumeForPrice(double price) | Gets the total volume (long value) for the passed in price |
MaxSeenDelta | Gets the highest delta (long value) seen intrabar |
MinSeenDelta | Gets the lowest delta (long value) seen intrabar |
TotalBuyingVolume | Gets the total buying volume (long value) for the bar |
TotalSellingVolume | Gets the total selling volume (long value) for the bar |
Trades | Gets to total number of trades (long value) for the bar |
And apologies if I'm asking for something already listed above or if it's currently in the Help Guide. Either way, I would really appreciate some initial guidance and I can take it from there.
Thanks in advance for your help!
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