How can I use last sale volume in the condition builder?

[fff222]

How can I use last sale volume in the condition builder? Say I would like to trigger a long/short after the last trade exceed certain level. Thanks a lot.

[NinjaTrader_Bertrand]

Welcome to our forums, in the price data category the Bid / Ask can be accessed and included into a custom condtition - http://www.ninjatrader-support.com/H...rdScreens.html

http://www.ninjatrader-support.com/HelpGuideV6/ConditionBuilder1.html

Please keep in mind that in backtesting they would be replaced with the Close value.

[fff222]

Many thanks for your help. In fact what I am really interested is not bid/ask per se, but the actual volume associated with that price. For example, I want to make a long order once there is a deal of stock A with more than one million shares. Should I use tick data instead? But it is not obvious to me how one could use tick data in the condition builder...

[NinjaTrader_Bertrand]

Thanks for clarifying - I would suggest to code this strategy outside of the wizard, so you can Add() for example a 1 tick series and access the volume of each tick (trade). Another way would be looking into OnMarketDate() for Level 1 data access - http://www.ninjatrader-support.com/H...arketData.html