Bid-Ask Volume vs Buy-Sell Volume ???

[Amarillo]

...You also have a indicator that plot the sum of (Ask+bid)= volume.... like the footprint

thanks

[alex99]

Hi ninZa,
Can you make this indicator to work with historical data also?
Thx.

Alex

[ninZa]

Hi ninZa,
Can you make this indicator to work with historical data also?
Thx.

Alex

Unfortunately that's pretty complicated and it is not my near-term plan.

From my first guess, to make this indicator work with historical data we have to add 2 additional series: tick bid & tick ask, e.g. 1-tick bid series & 1-tick ask series. Not sure about the result, that's just my guess.

Thanks.
Pi

[Jim-Boulder]

Question for NinjaTrader_Bertrand--in your response you said that the onBarUpdate is only triggered with a price change -- what happens if you have it set to process each incoming tick (trade)--and the price doesn't change--we simply have 2 consecutive trades at the same price?

[sledge]

Question for NinjaTrader_Bertrand--in your response you said that the onBarUpdate is only triggered with a price change -- what happens if you have it set to process each incoming tick (trade)--and the price doesn't change--we simply have 2 consecutive trades at the same price?

Yes, each and every price is computed in OnBarUpdate.

I filter in OnBarUpdate by comparing previous price with current - and return...to save CPU cycles in most of my stuff that requires no further processing.

[NinjaTrader_Bertrand]

Question for NinjaTrader_Bertrand--in your response you said that the onBarUpdate is only triggered with a price change -- what happens if you have it set to process each incoming tick (trade)--and the price doesn't change--we simply have 2 consecutive trades at the same price?

Jim, I should have clearer said a last price update. If you get the same last tick that's fine, but it still will call OnBarUpdate().

[keogher]

There seems to be errors in the code when you import to Ninja

public partial class Indicator : IndicatorBase
{
private ninZaVolumeDelta[] cacheninZaVolumeDelta = null;

Getting an error on private? Any ideas why

[ninZa]

There seems to be errors in the code when you import to Ninja

public partial class Indicator : IndicatorBase
{
private ninZaVolumeDelta[] cacheninZaVolumeDelta = null;

Getting an error on private? Any ideas why

Please Contact me via http://ninza.co/contact and attach a screenshot of the error message.

Thanks.
Pi