Bid/Ask Spread + CurrentBar

[ginx10k]

Hey guys, quick question. I entered the code

	
spread = Math.Abs(GetCurrentAsk() - GetCurrentBid());
									DrawText("Sell Trig" + CurrentBar, "Sell Trigger: " + Instrument.MasterInstrument.Round2TickSize(sellEntryPrice).ToString(), 1, High[1] + 6 * TickSize, Color.Orange);
										DrawText("SPread" + CurrentBar, "Spread: " + Instrument.MasterInstrument.Round2TickSize(spread).ToString(), 1, High[1] + 15 * TickSize, Color.Blue);

Into my indicator. and The "Sell Trig" works as always, just fine. shows Trig at every Signal. but the "Spread" always Shows 0. How can I show what the Spread was at Every Signal occurence? regardless of Strategy or signal. I just want the Spread to show on CurrentBars.

[NinjaTrader_PaulH]

Hello ginx10k,

Thanks for your post.

If I understand correctly you are looking for the spread in ticks. In that case you would want to change the first line to:

spread = Math.Abs((GetCurrentAsk() - GetCurrentBid()) / TickSize); // get absolute difference then / TickSize.

[ginx10k]

Hey Paul, I just tried this spread = Math.Abs((GetCurrentAsk() - GetCurrentBid()) / TickSize); and it didn't work either. It keeps showing 0. Any suggestions

[NinjaTrader_PaulH]

Hello ginx10k,

Thanks for your reply.

Is spread a double?

What instrument are you apply this to?

[ginx10k]

private double spread = Math.Abs((GetCurrentAsk() - GetCurrentBid()) / TickSize);;

Applied Only to EUR/USD. It Doesn't work for some reason.

[NinjaTrader_PaulH]

Hello ginx10k,

Here is what i am using:

if (Historical) return;
			
double spread = Math.Abs((GetCurrentAsk() - GetCurrentBid()) / TickSize);
Print ("Spread:  "+spread +"  ticks: "+Instrument.MasterInstrument.Round2TickSize(spread).ToString());

Output window results $EURUSD as source):
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 2.000000000002 ticks: 2
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 2.000000000002 ticks: 2
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3
Spread: 3.00000000000189 ticks: 3

[ginx10k]

Hey Paul, I get that also on Output window. but my original post was stating that I want

Into my indicator. and The "Sell Trig" works as always, just fine. shows Trig at every Signal. but the "Spread" always Shows 0. How can I show what the Spread was at Every Signal occurence? regardless of Strategy or signal. I just want the Spread to show on CurrentBars.

Meaning I want to see what the Spread was 10 bars ago. 50 bars ago. No matter how far back ago, just on Every Signal occurrence: example: if(EMA(10) > EMA(20) { enterSignal = true; DrawText("SPread" + CurrentBar, "Spread: " + Instrument.MasterInstrument.Round2TickSize(spread) .ToString(), 1, High[1] + 15 * TickSize, Color.Blue);
}

So is it possible to get Historical Spread? that's what I'm after

[NinjaTrader_PaulH]

Hello ginx10k,

Thanks for your reply.

You would not be able to get historical bid/ask information as it is not stored.

http://ninjatrader.com/support/helpGuides/nt7/?getcurrentask.htm

http://ninjatrader.com/support/helpGuides/nt7/?getcurrentbid.htm

In both cases, on historical look, the close price of the evaluated bar is used.

[ginx10k]

Is it possible to add some kind of Slippage calculation into an Indicator (Not Strategy), so I can set my own Spread?

[NinjaTrader_PaulH]

Hello ginx10k,

You can take the work done with the spread and instead of printing to the output window send it to the chart using DrawTextFixed() method: http://ninjatrader.com/support/helpG...wtextfixed.htm

[ginx10k]

I already have an indicator that does that. I guess can't get it to do what I want. thx anyways

[koganam]

I already have an indicator that does that. I guess can't get it to do what I want. thx anyways

Have you tried adding a Bid and an Ask DataSeries, and calculating off those?

[ginx10k]

I don't know how to do that. How can you use bid data series. If it doesn't get stored? I would appreciate if you showed me. Thanks.

[koganam]

I don't know how to do that. How can you use bid data series. If it doesn't get stored? I would appreciate if you showed me. Thanks.

Here is the reference, with necessary links: http://ninjatrader.com/support/helpG..._ask_serie.htm