Using OnMarketData in strategy entry logic

[brucelevy]

I would like to reference the e.Volume as part of my strategy logic.

i.e., if e.volume > x go long

How can I have the onbarupdate read the onmarketdata e.volume?

Thanks.

[NinjaTrader_PatrickH]

Hello brucelevy,

Thank you for your post.

You would store it in a double and then call that double in OnBarUpdate. For example:

In OnMarketData:

myDouble = e.Volume;

In OnBarUpdate:

if (myDouble > myComparisonValue)
EnterLong();

[brucelevy]

I've added it in but when I run the script I get an error that my computer has run out of memory. NT is the only platform running and I have a sufficient amount of memory installed.

[NinjaTrader_PatrickH]

Hello brucelevy,

Thank you for your response.

Please send us your log and trace files so we may investigate this matter further. You can do this by going to the Control Center-> Help-> Mail to Platform Support. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please list 'ATTN: Patrick H - 1552628' in the subject line.