Time and Sales

[webart]

Is there anyway to add a running total of the At Bid and At Ask data together from the Time an Sales window ? I almost had this done in Excel, but it wasn't ideal.

I want to make an indicator that outputs a 2 realtime numeric additions, one of the the total At Bid contracts and one of the total At Ask over the last n time period, where I can addjust n. Also would like to see a value showing the difference between the 2.

[NinjaTrader_Bertrand]

Hi webart,
Have you considered using the SuperDOM for this purpose? We have a setting named 'Show Cumulative Depth' there in the Properties (when you right click in your SuperDOM) - http://www.ninjatrader-support.com/H...roperties.html

[webart]

Thanks for the suggestion, I do find that feature handy, however there is often manipulation of the orders on the DOM (ie 1000 lot appears and is pulled 30 seconds latter).

I wanted something that works off actually trade volumes. I think I have found a commercial product that can do what I want at Fin Alg.

[NinjaTrader_Bertrand]

You are welcome - great you found a suitable addon.

You may also look into this reference sample to provide ideas - http://www.ninjatrader-support2.com/...ead.php?t=3478