Volume High/Low.

[Drakmyre]

Hey Everyone,

Has anyone developed an indicator much like MAX and MIN that applies to volume?

[NinjaTrader_Bertrand]

Hi Drakmyre, I'm not aware of indicator like this, but you could directly pass the Volume into the MIN / MAX methods to create this.

[Drakmyre]

Hey Bertrand,

Would I have to edit the code so it's based on Volume and not Price?

[NinjaTrader_Bertrand]

That sounds correct Drakmyre!

[Drakmyre]

Hey Bertrand,

How would I go about editing the code? It's a system indicator so I can't save it. I tried editing it but I don't know where to insert the volume input in the code after I copy and paste it to a new indicator.

[NinjaTrader_Bertrand]

Hi, which indicator are looking to edit? Just right click in the system one and save the code under a new name for modification...you can take a look at those volume based files from our sharing for coding ideas and workarounds - http://www.ninjatrader-support2.com/...=volume&desc=1

[Drakmyre]

Hey Bertrand,

Just the MAX and MIN. I want to be able to apply them to volume like I do with price.

[NinjaTrader_Ben]

Hello,

You can do this, but it will take custom programming. Give it a try and if you get stuck ask us questions.

[Drakmyre]

Hey Killer Bs,

Here's the code but I don't know where to change the inputs so it read volume instead of price.

//

#region Using declarations
using System;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
[Description("The Maximum shows the maximum of the last n bars.")]
public class MAX : Indicator
{
#region Variables
private int period = 14;
#endregion

/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.Green, "MAX"));

Overlay = true;
PriceTypeSupported = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double val = double.MinValue;
for (int barsBack = Math.Min(CurrentBar, Period - 1); barsBack >= 0; barsBack--)
val = Math.Max(val, Input[barsBack]);
Value.Set(val);
}

#region Properties
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[Category("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private MAX[] cacheMAX = null;
private static MAX checkMAX = new MAX();

/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
/// <returns></returns>
public MAX MAX(int period)
{
return MAX(Input, period);
}

/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
/// <returns></returns>
public MAX MAX(Data.IDataSeries input, int period)
{
checkMAX.Period = period;
period = checkMAX.Period;

if (cacheMAX != null)
for (int idx = 0; idx < cacheMAX.Length; idx++)
if (cacheMAX[idx].Period == period && cacheMAX[idx].EqualsInput(input))
return cacheMAX[idx];

MAX indicator = new MAX();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.Period = period;
indicator.SetUp();

MAX[] tmp = new MAX[cacheMAX == null ? 1 : cacheMAX.Length + 1];
if (cacheMAX != null)
cacheMAX.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheMAX = tmp;
Indicators.Add(indicator);

return indicator;
}
}
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.MAX MAX(int period)
{
return _indicator.MAX(Input, period);
}

/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
/// <returns></returns>
public Indicator.MAX MAX(Data.IDataSeries input, int period)
{
return _indicator.MAX(input, period);
}
}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.MAX MAX(int period)
{
return _indicator.MAX(Input, period);
}

/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
/// <returns></returns>
public Indicator.MAX MAX(Data.IDataSeries input, int period)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

return _indicator.MAX(input, period);
}
}
}
#endregion

Do I tie the inputs to volume? How would I go about doing that?