error in T&S or my code?

[safetrading]

I wrote a simple code to display Time & Sales, but when I run it next to the NT Time & Sales, some of the buys show up as sells, and sells as buys according to the NT Time & Sales. Here is the code below that I used, is my code wrong, or is this an issue with the T&S?

protectedoverridevoid OnMarketData(MarketDataEventArgs e)
{



if (e.MarketDataType == MarketDataType.Last && e.Price >= GetCurrentAsk())
{


Print(e.Price + " " + e.Volume);
}



if (e.MarketDataType == MarketDataType.Last && e.Price <= GetCurrentBid())
{
Print(" " + e.Price + " " + e.Volume);
}



}

[NinjaTrader_Matthew]

Hello,

When you say that some of the buys show as sells, do you mean in every case? Are they just reversed?

How are you determining that the buys are showing up as sells?

[safetrading]

reply

No, only in some cases, the majority of prints match. Also some of the prints that occur in the NT Time & Sales window are omitted in the Output window where the results of my code displays.

I wrote a simple code to display Time & Sales, but when I run it next to the NT Time & Sales, some of the buys show up as sells, and sells as buys according to the NT Time & Sales. Here is the code below that I used, is my code wrong, or is this an issue with the T&S?

protectedoverridevoid OnMarketData(MarketDataEventArgs e)
{



if (e.MarketDataType == MarketDataType.Last && e.Price >= GetCurrentAsk())
{


Print(e.Price + " " + e.Volume);
}



if (e.MarketDataType == MarketDataType.Last && e.Price <= GetCurrentBid())
{
Print(" " + e.Price + " " + e.Volume);
}



}

[NinjaTrader_Brett]

Hello,

Can you please change your code to not use:

GetCurrentAsk()

This method is typically used in OnBarUpdate(). I would recommend just storeing the ask price in a variable since you already have OnMarketData override in your code.

if (e.MarketDataType == MarketDataType.Ask)
{
       CurrentAskPrice = e.Price;
}

then:

if (e.MarketDataType == MarketDataType.Last && e.Price >= CurrentAskPrice)
                  {     


                  Print(e.Price + "    " + e.Volume);
                  }

I would not expect any issues with the above code, all prints will be displayed.

[safetrading]

reply

Thanks, that did it. Have a great weekend.

Hello,

Can you please change your code to not use:

GetCurrentAsk()

This method is typically used in OnBarUpdate(). I would recommend just storeing the ask price in a variable since you already have OnMarketData override in your code.

if (e.MarketDataType == MarketDataType.Ask)
{
       CurrentAskPrice = e.Price;
}
 
then:
 
if (e.MarketDataType == MarketDataType.Last && e.Price >= CurrentAskPrice)
                  {     
 
 
                  Print(e.Price + "    " + e.Volume);
                  }

I would not expect any issues with the above code, all prints will be displayed.