Ask Volume Backtesting

[GainForex]

Hi !!! i wonder if possible to backtest strategy base on Ask/Bid Volume
i override it but backtesting wont work
protected override void OnMarketDepth(MarketDepthEventArgs e)

[NinjaTrader_PatrickH]

Hello GainForex,

Thank you for your post.

In backtesting on the Strategy Analyzer the BID is used. If you wish to add the Ask series to submit orders to and calculate values you will need to use Add(): http://ninjatrader.com/support/helpGuides/nt7/add3.htm

This would require using logic for multiple series, you can find information on this at the following link: http://ninjatrader.com/support/helpG...nstruments.htm

Please let me know if I may be of further assistance.

[GainForex]

Hi !!! i add line
Add("$GBPUSD",PeriodType.Tick, 1, MarketDataType.Ask);
but i try to access GetCurrentAskVolume

[NinjaTrader_PaulH]

Hello GainForex,

Thanks for your post.

To obtain ask volume, instead of a 1 tick series, simple add the same period bars as the chart bars for the Ask data. Then use Volume[1][0] for the ask volume and Volume[0][0] for the bid/last volume.