Today's Intraday Volume Again...

[alabell]

So I asked last week for a standard Indicator or method to calculate intraday volume.

This is the he same number you can get all over the place with no effort.

I got a number of crafty answers, none of which were functional against the backdrop of my 3000 line strategy code (nor should they be, necessarily, I recognize).

Ultimately, I got the following answer: "Here at NT, we can't debug everyone's code. You should use a lot of print statements."

That's great, since I already do this.

Ultimately, I built += (1 second volume) bar calculation to run and aggregate throughout the day, but it lacks a certain amount of accuracy I desire.

My entire strategy is calc'd "on bar close", so simply using "on bar open one day" VOL[0] is not the manner in which i want to proceed.

So on the holiday Friday, I put the market monitor up (I rarely use it) and the number I want is sitting DIRECTLY on my screen under "daily Volume" under some default layout.

Is there a way to grab this value and reference it in my strategy directly?

Or is this column perhaps a particular predefined NT indicator, for which I can simply reference the indicator name?

Eagerly,

Andrew

[koganam]

So I asked last week for a standard Indicator or method to calculate intraday volume.

This is the he same number you can get all over the place with no effort.

I got a number of crafty answers, none of which were functional against the backdrop of my 3000 line strategy code (nor should they be, necessarily, I recognize).

Ultimately, I got the following answer: "Here at NT, we can't debug everyone's code. You should use a lot of print statements."

That's great, since I already do this.

Ultimately, I built += (1 second volume) bar calculation to run and aggregate throughout the day, but it lacks a certain amount of accuracy I desire.

My entire strategy is calc'd "on bar close", so simply using "on bar open one day" VOL[0] is not the manner in which i want to proceed.

So on the holiday Friday, I put the market monitor up (I rarely use it) and the number I want is sitting DIRECTLY on my screen under "daily Volume" under some default layout.

Is there a way to grab this value and reference it in my strategy directly?

Or is this column perhaps a particular predefined NT indicator, for which I can simply reference the indicator name?

Eagerly,

Andrew

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.DailyVolume) 
DailyVolume = e.Volume;
}

[NinjaTrader_AdamP]

Hello,

This may work : http://www.ninjatrader.com/support/f...67&postcount=3

You may also be able to get a value using Bars.GetVolume. Unfortunately we cannot do extensive debugging nor program things for you, but we are able to give suggestions and/or answer educational items.

[alabell]

I don't want extensive debugging, I want a complete answer. I can usually debug on my own once pointed in the right direction.


If I were to use Bars.GetVolume, what would the syntax look like in a cursory example?

Regards.

[alabell]

Thank you Koganam.

I have not worked with onMarketData, in the past, but I have worked with a number of other methods, so I will take to investigating how to implement the below code, as I did when debugging my OnExecution code, OnOrderUpdate code, and the "unsupported" Account class methodology.

Many thanks for your answer and the code sample below, and I wish you best regards,

Andrew