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Partner 728x90
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Strategy Development
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Strategy Development
Hello , I'm using volumetric bars in my strategy development , and the logic for the long position is " Enter long after 3 consecutive Ask/Bid imbalances with imbalance ratio = 2 " , can someone please help me to turn this into a code ? Thank you.Tags: None
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Chelsea B.NinjaTrader Customer Service
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Hello Chelsea , yes I am interesting of how to extract data from the inside of the volumetric bars. For instance I need 5 sequential rows inside of current volumetric bar with Ask 1.5 times greater than Bid. Thank you for response.
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Hello Roman Hrabovskyi,
The ask volume for a price row can be found with GetAskVolumeForPrice(double price), and for a bid price row GetBidVolumeForPrice(double price).
From the help guide:
"Gets the ask volume (long value) for the passed in price"
I am also including a link to a forum post with helpful information about getting started with C# and NinjaScript.
Chelsea B.NinjaTrader Customer Service
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