BuySellStrength Indicator to Depth

[Dyversity]

Hi
How would change the BuySellStrength indicator to give me total bid Depth > total ask Depth from level 2 instead of the bid minus ask it currently shows.
thanks

[NinjaTrader_ChelseaB]

Hello Dyversity,

If you are wanting to use Level 2 data instead of Level 1 data, you would need to do this in OnMarketDepth().

The BuySellStrength is taking snapshots of the current ask and current bid when the bar closes. There is no collecting and aggregating of data here.

For your script you would need to decide if you want to use the most recent ask / bid levels or if you wanted to accumulate this. If you just want the most recent levels, you can copy the List to a new List when the bar updates and loop through the levels.

The SampleLevel2Book_NT8 reference sample is a great starting point to see how to use OnMarketDepth(). Below is a public link.

https://ninjatrader.com/support/helpGuides/nt8/en-us/creating_your_own_level_ii_dat.htm

As well as a public link to the help guide on OnMarketDepth().

https://ninjatrader.com/support/helpGuides/nt8/en-us/onmarketdepth.htm

Also, below is a link to the help guide.