Question BuySellStrength Indicator...

[Alfred]

In the Indicators area...looking at the BuySellStrength indicator... looking at the Ninjascript....the bidvol and askvol therein...do those represent the actual trade volume at each tick ?

Thanks

[NinjaTrader_RyanM1]

Hello Alfred,

int bidvol = GetCurrentBidVolume();
int askvol = GetCurrentAskVolume();

This represents the current volume for the best bid and best ask.

http://www.ninjatrader.com/support/helpGuides/nt7/getcurrentbidvolume.htm

http://www.ninjatrader.com/support/helpGuides/nt7/getcurrentaskvolume.htm

[Alfred]

In an indicator...how does one get the actual buy & sell trade volume as shown in the time and sales window ??

Thanks

[NinjaTrader_RyanM1]

Hello Alfred,

You can work with OnMarketData() to capture the stream of level I data.

http://www.ninjatrader.com/support/helpGuides/nt7/onmarketdata.htm

[DudaoRJ]

OnMarketData backfill

Will this backfill if I lose my connection for a few seconds?

Thank you.

[NinjaTrader_PatrickH]

Will this backfill if I lose my connection for a few seconds?

Thank you.

Hello DudaoRJ,

Thank you for your post.

This would not backfill as OnMarketData() and GetCurrentBidVolume() and GetCurrentAskVolume() are real-time only.

Please let me know if you have any questions.

[DudaoRJ]

Thank you for your reply. Is the backfill available in NT8 in some way? I'd need historical bid/ask best levels to compare them with tick prices. But I need it to backfill. Thank you.

[NinjaTrader_PatrickH]

Hello DudaoRJ,

Thank you for your response.

NinjaTrader 8 has the option to use Tick Replay which will trigger last events in OnMarketData. You can use this to backfill objects that generally use the real-time updates.

You can find documentation on developing for Tick Replay and using Tick Replay at the following links:

• http://ninjatrader.com/support/helpG...ick_replay.htm
• http://ninjatrader.com/support/helpG...ick_replay.htm

Please let me know if you have any questions.