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.
Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Strategy using top of book
Collapse
X
-
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)
Alan P.NinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Brevo, Today, 01:45 AM
|
0 responses
6 views
0 likes
|
Last Post
by Brevo
Today, 01:45 AM
|
||
Started by aussugardefender, Today, 01:07 AM
|
0 responses
3 views
0 likes
|
Last Post Today, 01:07 AM | ||
Started by pvincent, 06-23-2022, 12:53 PM
|
14 responses
242 views
0 likes
|
Last Post
by Nyman
Today, 12:47 AM
|
||
Started by TraderG23, 12-08-2023, 07:56 AM
|
9 responses
384 views
1 like
|
Last Post
by Gavini
Today, 12:29 AM
|
||
Started by oviejo, Today, 12:28 AM
|
0 responses
6 views
0 likes
|
Last Post
by oviejo
Today, 12:28 AM
|
Comment