I'm wondering if the fine folks at Ninjatrader 8 have a recommended way of storing volumetric data into a table for future reference.
Here's what I'm trying to do:
Every volumetric bar usually has a maximum bid and ask on every bar. It's usually referenced like this via the NT8 guide example:
Print("Maximum Ask: " + barsType.Volumes[CurrentBar].GetMaximumVolume(true, out price) + " at price: " + price); Print("Maximum Bid: " + barsType.Volumes[CurrentBar].GetMaximumVolume(false, out price) + " at price: " + price);
My instinct was to reference DataTable, set up some columns and a primary key, and extract the data after 20 trades/ticks have been completed on a bar. Then, I can basically reference the prices in the table over a certain number of looking-back bars to get the plot I'm looking for.
But, should I just set up a native NT8 bar collection to do this? I'm not sure what would be the most efficient way of going about it?
Any guidance would be very much appreciated.
Thanks in advance!
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