Current Bid Ask Pressure Indicator

[keepsimple]

Hi,
I am trying to build an indicator, which shows the current pressure at the ask and the bid and cumulates that volume until the inside market moves up or down and then does the same at the new pricelevels(bid and ask). I figured out several ways to get cumulative volume at price(onMarketData), but how can i reset that, when the inside market moves. I cannot figure out, how to program the change of position of the inside market;

[NinjaTrader_CalH]

Hello Keepsimple,

Thank you for your post.

To clarify a couple points, are you looking for when a new bar is created and to reset your values?
Are you wanting to get the market depth or just the one level at the bid and ask prices?

[keepsimple]

Hi,
thanks for quick reply.
Not a new bar, but a change of the current bid and ask price, nothing to do with bars.
As long the current bid ask prices stay the same I want:
a. cumulative traded volume at the ask
b. cumulative traded volume at the bid
if bid ask prices move up or down
restart from zero with cumulation.
I know how to cumulate traded volume at price, but i do not know, how to program a change in bid ask levels, which whould be the condition to reset cumulative volume.

Attached picture shows position of inside market (blue box), I want cumulative vol at a and b, til inside market moves up or down and then restart cumulation at bid and ask.

[NinjaTrader_CalH]

Keepsimple,

You would want to use a double variable to store the ask price and one for the bid price

You can then check if the ask or bid is equal to the variable to add that volume to the accumulation.
If not equal, this where you would reset the volume variable.

[keepsimple]

Thanks again,
yes, that might work,
will try and post back afterwards.