OnMarketDepth()

[SystemTrading]

I am trying to use the OnMarketDepth() method however I am not having success. Can anyone tell me why this would not work? Also, is the OMD() method supposed to trigger for changes in every instrument I am watching?

 
[FONT=Courier New][SIZE=2][COLOR=#0000ff]#region[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Using declarations
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.ComponentModel;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Diagnostics;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Drawing;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Drawing.Drawing2D;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] System.Xml.Serialization;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Cbi;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Data;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Indicator;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Gui.Chart;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]using[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Strategy;
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]#endregion
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000]// This namespace holds all strategies and is required. Do not change it.
[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]namespace[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] NinjaTrader.Strategy
{
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] Enter the description of your strategy here
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][Description([/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000]"Enter the description of your strategy here"[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2])]
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]public[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]class[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] ArbBuyOMD : Strategy
{
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]#region[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Variables
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000]// Wizard generated variables 
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000]// User defined variables (add any user defined variables below)
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]private[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]string[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] ForexSymbol = [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000]"$USDCAD"[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]; 
[/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]#endregion
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] This method is used to configure the strategy and is called once before any strategy method is called.
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Initialize()
{
CalculateOnBarClose = [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2];
EntriesPerDirection = [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]; 
EntryHandling = EntryHandling.UniqueEntries;
Add(ForexSymbol, PeriodType.Minute, [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] ); 
TraceOrders = [/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]; 
}
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] Called on each bar update event (incoming tick)
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] OnBarUpdate()
{
}
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]<summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000] Called on each bar update event (incoming tick)
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]///[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#808080]</summary>
[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][FONT=Courier New][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] OnMarketDepth(MarketDepthEventArgs e)
{
Print([/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000]"success"[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]);
} 

[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]#region[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2] Properties

[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff]#endregion
[/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]}
}
[/SIZE][/FONT]

[NinjaTrader_JoshP]

It should. Are you backtesting? OnMarketDepth() does not work in backtesting.

[SystemTrading]

not backtesting in simulation. I get nothing in the Output window. I will try a reboot.

[NinjaTrader_JoshP]

Please keep in mind OnMarketDepth() is for level 2 data. Are you receiving level 2 data from your data provider?

You may want to use OnMarketData() for level 1 instead.

[SystemTrading]

That is definately what I wanted. Thanks again Josh!!!

BTW is there a list of all the methods available in Ninja?

[NinjaTrader_JoshP]

Your best bet is to use the Index page on the Help Guide.