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Summative time and sales

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    Summative time and sales

    Hi All,
    Would it be possible to create an indicator that sums the block trades from the ninja time and sales. The output would show the inside bid (sum of block trades hitting the bid) then (sum of block trades hitting the inside offer).
    This would allow your brain to process the output of the time and sales more efficiently. The ninja time and sales has the feature of showing block trades.
    thanks.

    #2
    Hi Andreas, yes this should be possible to create in custom coding with our NinjaScript language, the Level 1 market data can be directly accessed in OnMarketData() - http://www.ninjatrader.com/support/h...marketdata.htm

    This way you can monitor transaction volume for your block trade levels and sum those as desired.
    BertrandNinjaTrader Customer Service

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      #3
      thanks for your reply Bertrand, how would I show block trades in ninja script, the same way the time and sales does? Any help is appreciated.

      Comment


        #4
        Hello traderandreas,
        Are you trying to display the block trades on an external form. If so then yes, you can do it using unsupported C# codes which unfortunately beyond what we could support.

        You may however refer to his post as an reference
        JoydeepNinjaTrader Customer Service

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          #5
          Hi Joydeep,
          I would like to show the block trades on the charts. Ideally, I would like to sum the block trades.
          thanks

          Comment


            #6
            Andreas, for getting starting here you could check into this thread as well - http://www.bigmiketrading.com/ninjat...ion-chart.html

            It would show how to monitor volume seen from the OnMarketData() call, if a transaction is seen above your threshold, this would then be the block trade you seek.

            If this is identified you can then visualize this for example via drawing on your chart.

            BertrandNinjaTrader Customer Service

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