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Strategy using top of book

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    Strategy using top of book

    Hello,
    I want to write a strategy that uses top of book data (the book size at Bid/Ask) to make decisions, but I can't seem to find any documentation on this, please help.

    #2
    Hello orenshkol,

    Thank you for your note.

    Below is a link to a custom sample which demonstrates how to access order book details such as the bid/ask.
    https://ninjatrader.com/support/foru...ead.php?t=5965

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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      #3
      Thank you for your reply.

      Is it possible to use custom events with other triggers beside time? for example if I want to trigger event on any Bid or Ask price change?

      Comment


        #4
        Hello orenshkol,

        Yes, the example I provided demonstrates how an if statement could be used to run certain action if the last update was a bid or ask.

        You would want to write your if statement under,

        Code:
        protected override void OnMarketDepth(MarketDepthEventArgs e)
        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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