OnMarketData

[PDT123]

I need to know when there is an uptick and downtick. I am using the OnMarketData but how do I know if the last was at the bid or ask and when it ticked up to a new level?

[NinjaTrader_Bertrand]

PDT123, for the logic needed I would suggest reviewing our BuySellVolume indicator shipped with NT, that would do this classification.

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

[RJay]

I need to know when there is an uptick and downtick. I am using the OnMarketData but how do I know if the last was at the bid or ask and when it ticked up to a new level?

Hi PDT123,

Here is how I separate the last.


if (e.MarketDataType == MarketDataType.Ask)AskPrice = e.Price;

if (e.MarketDataType == MarketDataType.Bid)BidPrice = e.Price;

if (e.MarketDataType == MarketDataType.Last)LastPrice = e.Price;

if (e.MarketDataType == MarketDataType.Last)LastVolume = e.Volume;

if (e.MarketDataType != MarketDataType.Last)return;


if((LastPrice >= AskPrice) && (AskPrice!=0)) AskVolume = LastVolume;
if((LastPrice <= BidPrice) && (BidPrice!=0)) BidVolume = LastVolume;


RJay