super DOM pattern recognition

[ingyukoh]

I work on super DOM pattern for high frequency trading.
How can access price, ask and bid size? Example in c# would be great.
Even some sample code of pattern in super DOM would be great.

I am a newbie in NinjaTrading, but an experienced C# developer. Truly amazed
nice debug with VS.

Best regards,
Ingyu

[outsource]

I work on super DOM pattern for high frequency trading.
How can access price, ask and bid size? Example in c# would be great.
Even some sample code of pattern in super DOM would be great.

I am a newbie in NinjaTrading, but an experienced C# developer. Truly amazed
nice debug with VS.

Best regards,
Ingyu

Hello,

why don`t you try with this(attached).In this example - my simpleton attempt to access the scale value for the strategy.The problem is that it takes Longs only

I was trying to access the scale using top.EndBarsAgo and bottom.EndBarsAgo,but it takes longs only.

You can try and expose the other values.The more common DOM pattern known as the DOM Wall.It`s in the lines #:

325 else if (row.Value == maxAskVolume)

346 else if (row.Value == maxBidVolume)

I was trying to expose those values for the strategy,but failed, as well.Maybe you can expose the values,or maybe the other coders would chime in and help with exposing those values.

[NinjaTrader_ChelseaB]

Hello ingyukoh,

The bid and ask can be accessed in NinjaScript in the OnMarketData() method.

This method triggers in realtime as the bid and ask change and does not trigger historically.

Attached is an example of a script that duplicates the time and sales window. It does this by determining if the last tick that came through was at the bid or the ask. It does this by first determining the current bid or ask price and comparing this price to the last tick.

Below I am including a link to the help guide on OnMarketData().

http://www.ninjatrader.com/support/h...marketdata.htm