Variable Sum

[dsraider]

I have an indicator which grabs all the trades at ask. It looks like this:

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask)
            {
                askPrice = e.Price;
                return;
            }

long    askVolume    = e.Volume;
if (price >= askPrice)
Ask.Set (askVolume);
} 

I then draw Ask on my chart. It plots each trade correctly but simply plots the latest one. I'd like it to keep a running total per bar but am running into trouble. Any tips? Arrays? For loops? Have tried my hand at each but have come up short.

[NinjaTrader_AdamP]

dsraider,

This looks like its meant to plot volume. Do you mean its meant to display the total volume at the ask price? What is the "price" variable in this example? Is Ask the data series you are attempting to plot:?

Please keep in mind OnMarketData() is updated every new tick, so your data series Ask will be quite large.

I look forward to helping you resolve your issue.

[dsraider]

Hi Adam,

At second glance, it looks as if I can simply customize the BuySellVolume indicator to suit my needs. One question for clarification, though: does that indicator plot ONLY trades that have actually gone through or is it collecting all Bids and all Asks? I can't do the math that quickly in my head.

Thanks,
DS

[NinjaTrader_AdamP]

dsraider,

It looks like its getting the bid and ask volume depending. Its adding the volume between the last tick and the current tick, assigning it to buy volume or sell volume depending on if there was a buy or sell during that volume quote.

Please let me know if I may assist further.

[dsraider]

Sounds like what I'm looking for.

Thanks for your help