Custom BarsType & OnMarketData event

[cls71]

Hello,
I am trying to develop a custom type for drawing Delta Bars (Acum_BidBar - Acum_AskBar; like marketdelta.com).
The main problem was the bid-ask data is not avaliable into BarsType.
I tried with static fields to store the bid/ask values. It worked well.

But, there is a new problem : the OnMarkeData event is executed AFTER of the BarsType.Add code.
Is this a logical behaviour ?

Thanks and regards.

[NinjaTrader_JoshP]

cls71,

I am not quite sure I follow you. What does OnMarketData have to do with custom bar types?

[cls71]

cls71,

I am not quite sure I follow you. What does OnMarketData have to do with custom bar types?

Hello Josh,

I want create a barType with bid-ask data.
The bar Delta is equal = Math.Abs( Sum( BidVolume ticks) - Sum( AskVolume ticks) )

In this next example, I want draw a bar when the delta greater or equal than 100.

Time & Sales
Price - MarketType - VolumeTick - AcumDeltaBar
952 .... Bid ......... 10 ...... -10
951 .... Bid ......... 20 ...... -30
950 .... Bid ......... 40 ...... -70
950 .... Bid ......... 20 ...... -90
951 .... Ask ........ 10 ...... -80
952 .... Ask ........ 10 ...... -70
951 .... Bid ........... 5 ....... -75
951 .... Ask ......... 10 ....... -65
951 .... Bid .......... 30 ....... -95
950 .... Bid .......... 10 ....... -105
in this point must finish the current bar (because Delta = 105 is greater or equal than 100 ) and must begin a new bar.
The procedure is very similar like Volume bars or Range bars, but using Bid-Ask instead.

The problem is that Bid-Ask data is not available in Bar class, so bid-ask are not accesible into BarTypes.Add method.
I have tried using static variables to store bid-ask when OnMarketData event is ran and reading these variables inside BarTypes.Add method later. But the BarTypes.Add method is ran BEFORE than OnMarketData event; so the static variables aren't updated and the reading is incorrect.

(Sorry if my explanation is confuse. English is not my native language).

Thanks and regard.

[NinjaTrader_JoshP]

cls71,

BarTypes are not indicators. I suggest you take a look at the Range Alt bars for an example in the file sharing section. Unfortunately we cannot offer you much more assistance on this since custom bar types are not supported.

[cls71]

Thanks Josh. I know.

I'll try the bars.MarketData property inside BarsType.Add method.

( Do you know like I can debug types ? I didn't get the breakpoints work)

Regards

[NinjaTrader_JoshP]

Unfortunately debugging outside of NinjaTrader is unsupported and I would not be able to advise.

[cls71]

I refer to the @BarsType.cs file, which is open and inside Ninjatrader.

[NinjaTrader_Dierk]

Unfortunately we do not provide any support for that since it's outside of documented NinjaScript.