----------------------INDICATOR---------------------------
public class AAforNinjaTrader1 : Indicator
protected override void OnBarUpdate()
{
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = Bars.BarsSeries.BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;
if (barsType == null)
return;
bidVol[0] = barsType.Volumes[CurrentBar].GetBidVolumeForPrice(Close[0]) ;
}
[Browsable(false)]
[XmlIgnore]
public Series<double> bidVol
{
get { return Values[0]; }
}
-----------------------------------------------------------
-------------------------STRATEGY--------------------
public class ABforNinjaTrader1 : Strategy
{
private NinjaTrader.NinjaScript.Indicators.AAforNinjaTrade r1 AAforNinjaTrader11;
private NinjaTrader.NinjaScript.Indicators.AAforNinjaTrade r1 AAforNinjaTrader12;
else if (State == State.Configure)
{
AddVolumetric(null, BarsPeriodType.Range, 2, VolumetricDeltaType.BidAsk, 1); //Time series 1
AddVolumetric(null, BarsPeriodType.Range, 4, VolumetricDeltaType.BidAsk, 1); //Time series 2
}
else if (State == State.DataLoaded)
{
AAforNinjaTrader11 = AAforNinjaTrader1(Close[???]); // I do not know how to initialize for Time series 1
AAforNinjaTrader12 = AAforNinjaTrader1(Close[???]); // I do not know how to initialize for Time series 2
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 1)
Print( AAforNinjaTrader11.bidVol[0]); // I would like to see the result for the Time series 1
// return;
if (BarsInProgress == 2) // I would like to see the result for the Time series 2
Print( AAforNinjaTrader12.bidVol[0]);
return;
}
-----------------------------------------------------------
Comment