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marketdataevents and build sum

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    marketdataevents and build sum

    hi,

    how can i build the sum of the "last traded contracts" (depending on triggered at bid or ask side) for each price?

    idea behind is to build a kind of footprint displaying for example '420 x 360' (at the priceline of '17.730'.

    can someone point me into the right direction?

    thx

    #2
    Hello,

    Thank you for the question.

    I am unsure I fully understand what you are trying to do.

    You said you are trying to SUM the Last Traded contracts, are you asking to get a running total of the Close Volumes?

    Can you provide more details on this question or an example of the equation you need to complete?

    I look forward to being of further assistance.

    Comment


      #3
      hi jesse,

      i'd like to build a kind of footprint indicator, running on the tick 35 chart.
      in a first step:
      - candles should be available
      - price should be displayed right sight from candle
      - per price (y-axis) i would like to see the cummulated trades, depending on triggered at bid or ask (green or red)
      step two:
      the price with the highest volume should be highlited
      screenshot attaced.
      ...something that'll be easy i think
      Attached Files
      Last edited by Tradexxx; 04-05-2016, 10:22 AM.

      Comment


        #4
        Hello,

        Thank you for the reply.

        Yes what is in the image is certainly possible but would by no means be a simple or easy task in which I could provide full instructions for.

        I could provide information on what items may be required in making this but it would be up to you to find the logic needed to complete what you see.

        In the image, likely the author is using the Plot override and doing custom drawings instead of using DrawingTools that are included with the platform. This is mainly for flexibility and performance but is also an advanced coding task.

        For a simple approach, you could use DrawingObjects such as DrawText to create text boxes with the values on each bar at specific locations.

        To get started, you could test using DrawText to see if the result is what you would like it as: http://ninjatrader.com/support/helpG...htsub=drawtext

        I look forward to being of further assistance.

        Comment

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