Volume between prices

[djkiwi]

Hi guys. I am trying to work out how to get the volume between previous price points on the previous bar (using a 10 range bar), using the following example:

1. The body of the bar has 10 ticks and a tail of 8 ticks. I'd like to know how to calculate the volume on the bottom 4 ticks of that 8 tick tail. At the moment I have:

if Close [1] > Open [1]
&& Low [1] < Open [1] - 4 * Tick Size

This states the it must be under 4 ticks but I am not sure how to do the next part on volume. As usual, any ideas on this one would be appreciated.

Thanks. DJ

[NinjaTrader_RyanM1]

Hi DJ,

You could easily get the volume between two different bars, but it looks like you're trying to take apart one bar and identify the volume at specific levels within that one bar?

Unfortunately not sure how you would code this without requiring a tricky multi series implementation. Volume is synced per bar, so there's no way to break down a bar's volume by price level.