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Bid/Ask imbalence from volumetric chart in script

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    Bid/Ask imbalence from volumetric chart in script

    Hello NinjaTrader Team,

    I'm wondering how to get Bid/Ask imbalence levels from Volumetric Chart in NinjaScript?

    https://ninjatrader.com/support/help...tric_bars2.htm


    Best regards,
    Johnny

    #2
    Hello Johnny90,

    Thank you for the post.

    Currently the imbalance is not exposed for NinjaScript, we do have a feature request in place for that which I have added your vote to: SFT-3586

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      I thought strategy Builder can not access Imbalance, but NinjaScript can access orderflow+ and imbalance. is that not right

      Comment


        #4
        Hello kumaresh11live,

        You are correct about the builder however that applies across the board for the orderflow items, they just cannot currently be used with the builder.

        Some of the orderflow is available in manual coding, mainly the
        ›Order Flow Cumulative Delta
        ›Order Flow Volumetric Bars
        ›Order Flow VWAP
        https://ninjatrader.com/support/help...indicators.htm

        https://ninjatrader.com/support/help...tric_bars2.htm

        The volumetric bars specifically don't have the imbalance options exposed, it looks like that is part of the chartstyle which is not exposed in a supported way at this time.

        I look forward to being of further assistance.

        JesseNinjaTrader Customer Service

        Comment


          #5
          Jesse
          thk you

          Comment


            #6
            Hello, any plans to expose volumetric data in custom bars (like custom renkos)?

            Thanks

            Comment


              #7
              Hello music_p13,

              Nothing that has been announced, currently the volumetric is a bars type of its own with its own options so it would need to be the primary or you would need to use AddDataSeries to use it as a secondary.

              Please let me know if I may be of further assistance.

              JesseNinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_Jesse View Post
                Hello kumaresh11live,

                You are correct about the builder however that applies across the board for the orderflow items, they just cannot currently be used with the builder.

                Some of the orderflow is available in manual coding, mainly the
                ›Order Flow Cumulative Delta
                ›Order Flow Volumetric Bars
                ›Order Flow VWAP
                https://ninjatrader.com/support/help...indicators.htm

                https://ninjatrader.com/support/help...tric_bars2.htm

                The volumetric bars specifically don't have the imbalance options exposed, it looks like that is part of the chartstyle which is not exposed in a supported way at this time.

                I look forward to being of further assistance.
                Hello,

                so it means that there is no way how to work with the imbalances in a script? My goal is to create an indicator!

                It should be possible to set the ratio and minimum delta for imbalance. I suppose that I can compare GetAskVolumeForPrice(double price) with GetBidVolumeForPrice(double price). But how to set that I can compare bid and ask diagonally?

                Thank you.
                emuns
                Last edited by emuns; 10-20-2020, 11:12 AM.

                Comment


                  #9
                  Hello emuns,

                  Thats correct, at this time that would not be exposed in any meaningful way. You can try to calculate it however I don't know of any existing example of that to reference here. As for your question, what do you mean diagonally? Do you mean at the same price?

                  I look forward to being of further assistance.
                  JesseNinjaTrader Customer Service

                  Comment


                    #10
                    Hello Jesse,

                    I meant that you can set Imbalance mode to Horizontal or Diagonal.
                    I really wonder that such a crucial thing is impossible in super, mega, extra NT8
                    Please add my vote for feature request SFT-3586.

                    Thank you
                    emuns

                    Comment

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