How Calculate Sell Volume and Buy Volume

[jvarela]

Currently I try to obtain the volume of buyers and volume of sellers per bar. I am trying to get the accumulated delta but the result is not correct. The total volume that I get is the same as the VOL indicator indicates, but the distribution of sellers and buyers does not match.

I'm programming in NT7 and the Delta calculations I get in the OnBarUpdate method, because I need the volume and the distribution of sellers and buyers for each tick movement.

Could you please help me with this matter?

[NinjaTrader_Jesse]

Hello jvarela,

Thank you for the post.

I wanted to check, what have are you currently trying that is not working? I wouldn't be able to tell from the description what may be going wrong in what you are trying, a sample would likely be needed to see the problem as you are.

Otherwise, I would suggest looking at the BuySellVolume indicator that comes with the platform, this indicator splits the volume into buys and sells which sounds similar to what you are trying.

I look forward to being of further assistance.

[jdouglas1972]

The problem with BuySellVolume indicator is that it does not show historical ask bid volume. Is there a reason Ninja is unable to do this? Sierra Chart and TradeStation both have access to historical bid ask volume and it would be great if Ninja also had. This is one of the things preventing to using Ninja full time.

[jvarela]

jdouglas1972 is right, the BuySellVolume indicator gives a volume value different from the one given by the VOL indicator, for this reason my need is to know the distribution of buyers and sellers in the VOL indicator.

[jvarela]

I already get the solution, Thanks for help!

[gofortips]

Hello,
Although the code of the BuySellVolume indicator is clear and (I think) correct, I can't understand what I finally see on the charts.
Attached to this post you can see a capture of a live chart of SYN. It's a volume chart. Of course is not a significant graph for trading but it's good to clarify my question.
Look at the Buy sell volume indicator: How is it possible that we have bars of about 10000 (green, only buy)?
It is supposed that the buy sell indicator should display bars <= 1000!!
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