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Trying to see VolumetricBarType code.

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    Trying to see VolumetricBarType code.

    Hi, I recently finish my custom reversal bar type, but I actually wanted to add OrderFlow data on those bars type.

    I was looking for VolumetricBarType to see how NT8 developers did it so I can replicate in my own code transforming what I want. The thing is that I'm not able to find this (VOLUMETRIC, not VOLUME) code on folder "BarsType" on editor.

    Where can I find it? If I cannot acces to that info with my customs bars, I had wasted 1k $ on licence for nothing.

    Thanks.

    #2
    Hello Arbelio,

    Thanks for your post.

    All source code that is available with the platform is available when using the SIM license key before purchasing the platform. (The same source code is available for other license types.)

    The OrderFlow indicators and Volumetric BarsType are closed source. Aside from them being proprietary, there would not be a way to securely share the source code and only allow those with Lifetime licenses to view it.

    Please let us know if you have any additional questions.
    JimNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Jim View Post
      Hello Arbelio,

      Thanks for your post.

      All source code that is available with the platform is available when using the SIM license key before purchasing the platform. (The same source code is available for other license types.)

      The OrderFlow indicators and Volumetric BarsType are closed source. Aside from them being proprietary, there would not be a way to securely share the source code and only allow those with Lifetime licenses to view it.

      Please let us know if you have any additional questions.
      So, there's a way through code that I'm able to access to Bid vs Ask in every tick of a certain custom candle? I could use GetAsk/Bid inside onDataPoint or some kind of listeners of ask and bid of every tick???

      Thanks.

      Comment


        #4
        Hello Arbelio,

        OnDataPoint has bid and ask parameters that will provide meaningful values per tick when Tick Replay is used. This can be used to create a BarsType that analyzes buy/sell volume as you can compare the bid/ask price to the last price to see if the tick was a buy/sell.

        OnDataPoint - https://ninjatrader.com/support/help...ndatapoint.htm

        Otherwise, I could not recommend a way to get bid/ask in a meaningful way for historical data unless the BarsType is actually a single tick bar.


        Last edited by NinjaTrader_Jim; 07-15-2021, 11:42 AM.
        JimNinjaTrader Customer Service

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