Horizontal Line at Contract Volume

[Jamaica]

Hi,

I'm a bit new to NinjaScript, and trying to figure out how to plot contract volume on a chart.

I was able to create a template with the wizard that plots a line, and now I need to calculate max volume at any given price in order to incert that value into this template.

I was looking at the VolumeProfile indicator for ideas, but not certain how to convert this function to return the price level with maximum recorded volume for the duration of the contract.

        private void OnMarketData(object sender, MarketDataEventArgs e)
        {
            if (e.MarketDataType == MarketDataType.Ask)
            {
                askPrice = e.Price;
                return;
            }
            else if (e.MarketDataType == MarketDataType.Bid)
            {
                bidPrice = e.Price;
                return;
            }
            else if (e.MarketDataType != MarketDataType.Last || ChartControl == null || askPrice == 0 || bidPrice == 0)
                return;

            if (allHours == 0)
            {
                if (ChartControl.SessionBegin.Hour == 0 && ChartControl.SessionBegin.Minute == 0 && ChartControl.SessionEnd.Hour == 0 && ChartControl.SessionEnd.Minute == 0)
                    allHours = 1;
                else
                    allHours = 2;
            }
            
            if (allHours == 2)
            {
                long currentTimeTicks = DateTime.Now.TimeOfDay.Ticks;
                if (currentTimeTicks < ChartControl.SessionBegin.TimeOfDay.Ticks || currentTimeTicks > ChartControl.SessionEnd.TimeOfDay.Ticks)
                    return;
            }

            double    price    = e.Price;
            int        volume    = e.Volume;

            if (!volumeInfo.ContainsKey(price))
                volumeInfo.Add(price, new VolumeInfoItem());

            VolumeInfoItem volumeInfoItem = volumeInfo[price];

            if (price >= askPrice) 
                volumeInfoItem.up += volume;
            else if (price <= bidPrice)
                volumeInfoItem.down += volume;
            else
                volumeInfoItem.neutral += volume;
        }

Could someone help please.

[NinjaTrader_Ben]

Hello,

Is this a "real-time only" indicator like the power volume indicators? Or are you trying to make this work in historical data?

You will likely wannt to use Math.Max():

http://msdn.microsoft.com/en-us/library/system.math.max.aspx

Or MAX():

http://www.ninjatrader-support.com/HelpGuideV6/MaximumMAX.html

[Jamaica]

I need it to work on historical data as well...

Luckily I already found one that should do the trick:

http://www.ninjatrader-support2.com/vb/showpost.php?p=80281&postcount=51

Seek and you shall find!

Cheers