I'm planning on developing a volume delta indicator for ninjatrader that can be used in strategy programming later. All of the available indicators of this kind don't allow that.
My concern is that Ninjatrader has no additional fields in its database that could allow me to store the directional volume (positive if it's a buy and negative if it's a sell). For example, I have a year worth of tick data per symbol with directional volume.
How to implement such thing?
Thank you.
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