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cumulative filled trades

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    cumulative filled trades

    how can i show cumulative filled trades at each price level?

    #2
    Hello onefinetrucker,

    Are asking about a volume profile type indicator?

    If so, take a look at the OFA indicator from the publicly available link below.
    http://orderflow.systems/courses/vol...file-analysis/

    Is this similar to what you are looking for?


    If not, you may be able to custom program this into an indicator.

    I have something I've made as an example that prints the ask and bid volume to the price levels on the chart. While I will not be able to create your indicator for you, the code in this example can show how to print volume to the chart. The difference is you will want to use last volume instead of ask and bid.
    Attached Files
    Chelsea B.NinjaTrader Customer Service

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