A indicator in 100 tick chart use data from 1 tick chart

[LadGta2018]

I would like to programming a indicator which always get volume info and price inform from 1 tick chart.

For example, my indicator would like to count total volume of trade at "ask" price and "bid" price in different time frame. ( 1m, 5m, 15m, 1h, 4h, 1 day...)

Is it possible? is there any reference indicator? Thanks

[NinjaTrader_Jim]

Hello LadGta2018,

Welcome to the forums!

There are a couple ways this could be accomplished. One is by creating a multi series NinjaScript that tracks the volume of an added Ask and Bid series and keeps a running total until another data series bar closes for your desired interval.

Another approach is to use OnMarketDepth() to accumulate volume changes for Ask and Bid. These accumulated values can then be collected and then reset back to 0 using a bar iteration from an additional data series, or they can be collected and reset back to 0 using a timer.

The code provided below will print out the Bid and Ask volume changes as OnMarketDepth() iterates.

protected override void OnMarketDepth(MarketDepthEventArgs marketDepthUpdate)
{
    // Print some data to the Output window
    if (marketDepthUpdate.MarketDataType == MarketDataType.Ask && marketDepthUpdate.Operation == Operation.Update)
        Print(string.Format("The most recent ask change is {0} ", marketDepthUpdate.Volume));
	
	if (marketDepthUpdate.MarketDataType == MarketDataType.Bid && marketDepthUpdate.Operation == Operation.Update)
        Print(string.Format("The most recent bid change is {0} ",  marketDepthUpdate.Volume));
}

For taking the Multi Series approach, I would recommend reviewing the openly available Mutli Series NinjaScript documentation found here for a complete walkthrough for creating and using a multi series script - https://ninjatrader.com/support/help...nstruments.htm

For taking the OnMarketDepth() approach, I may suggest reviewing the OnMarketDepth() documentation and referencing the SampleCustomEvents example that demonstrates using a timer as well as this method.

OnMarketDepth() - https://ninjatrader.com/support/help...arketdepth.htm

SampleCustomEvents - https://ninjatrader.com/support/foru...ead.php?t=5965

Please let us know if we can be of additional help.