I am new to the ninja script. I am trying to get # of bids and ask data in a custom drawing tool. I understand I can use OnMarketData event in a custom strategy to get the tick level data, but I am not sure how to get the same data in a Drawing tool. I would appreciate any help. The basic idea is to draw a line and calculate how many Buys vs Sells from where the line starts and ends.
Thanks!
Comment