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Volumetric positive and negative strength in Ninjascript

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    Volumetric positive and negative strength in Ninjascript

    Hey guys,
    Is there a series or something for the volumetric positive and negative strength bars? So, when it's colored brightly green, how can this be detected in Ninjascript?

    #2
    Hello PN720,

    Thanks for your post.

    Here is a link to all of the available Ninjascript information from the Volumetric bars: https://ninjatrader.com/support/help...tric_bars2.htm

    Can you clarify what your definition of strength bars are? Do you mean Positive and Negative delta?




    Paul H.NinjaTrader Customer Service

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      #3
      Hi Paul,
      It's the 2 listed under the Volumetric Data Series (see attached). I didn't see it in the help link so maybe it's something I missed.
      If it's not available directly, can it be calculated in the strategy using the Strength sensitivity?
      Thanks.
      Attached Files

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        #4
        Or put it another way, I want to find a way to highlight the ones indicated by arrows via script. Based on the online help, NJT uses the strength sensitivity to shade bars over a gradient. How can I find the brightest ones?
        Attached Files
        Last edited by PN720; 04-05-2019, 10:06 AM.

        Comment


          #5
          Hello PN720,

          Thanks for your reply and clarifications.

          There is no direct way to pull which cell on which bar has the brightest color.

          You could grab the GetMaximumPositiveDelta() and GetMaximumNegativeDelta() values per bar and hold the highest and lowest in local variables and compare in that way to see if the bar has a new max or min which would correlate to the brightest color
          Paul H.NinjaTrader Customer Service

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            #6
            Paul,

            ​​​​​Ok, can you confirm if the strength sensitivity is a period value so if it's set to default 20, does that mean the highest positive/negative delta value in last 20 bars?
            If yes, what would be proper syntax for this in ninjascript?

            Comment


              #7
              Hello PN720,

              Thanks for your reply.

              From the help guide:

              "Strength sensitivity Sets how many gradient levels should be calculated to provide the buy / sell strength shading for the Volumetric bars and Bar Statistics, the default setting is 20. This is reset at every session break to ensure the gradient strength classifications easily comparable across various days market action." Reference, "Order Flow Volumetric Bars parameters": https://ninjatrader.com/support/help...etric_bars.htm
              Paul H.NinjaTrader Customer Service

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