Measuring skewness

[WalterSkinner]

Before I go reinventing the wheel I was wondering if anyone reading this has any suggestions for measuring the skewness of a distribution in an indicator or strategy? I'd like to recreate a volume at price distribution from the volumetric bars and measure the skewness of this distribution. As far as I know we can't access this data from the profile and have to go this route.

My first thought was to try to figure out a way to use python/pandas via API to do this but perhaps there's a solution that already exists that can be done within ninja using C#?

Or maybe something else that I'm not aware of?

[NinjaTrader_Emily]

Hello WalterSkinner,

Thank you for your post.

The methods and properties exposed for the Order Flow Volumetric Bars are listed on the help guide page here:

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

If those methods and properties are not what you need to calculate the skewness then I suspect this would not be able to be done within NinjaScript using C#. I will certainly leave this thread open for anyone from the community to chime in with their thoughts and ideas as well.

Please don't hesitate to reach out with any additional questions or concerns.